- CA - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CA' - Canada.
- CAD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CAD' - Canadian Dollar.
- CAD_CDOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month CDOR index.
- CAD_CDOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month CDOR index.
- CAD_CDOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month CDOR index.
- CAD_CDOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month CDOR index.
- CAD_CDOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month CDOR index.
- CAD_CORRA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The CORRA index for CAD.
- calculate(CalculationRules, List<? extends CalculationTarget>, List<Column>, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Performs calculations for a single set of market data.
- calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
-
Calculates values of multiple measures for the target using multiple sets of market data.
- calculate(CalculationTasks, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Performs calculations for a single set of market data.
- calculate(T, Map<Measure, Object>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction
-
Calculates the measure.
- calculate(Supplier<LocalDate>, Supplier<LocalDate>) - Method in class com.opengamma.strata.market.curve.CurveNodeDate
-
Calculates the appropriate date for the node.
- calculate(BondFutureOptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
-
- calculate(BondFutureTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
-
- calculate(CapitalIndexedBondTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
-
- calculate(FixedCouponBondTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
-
- calculate(IborCapFloorTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
-
- calculate(CmsTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
-
- calculate(CdsIndexTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
-
- calculate(CdsTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
-
- calculate(TermDepositTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
-
- calculate(DsfTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
-
- calculate(FraTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
-
- calculate(FxNdfTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
-
- calculate(FxSingleTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
-
- calculate(FxSwapTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
-
- calculate(FxSingleBarrierOptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
-
- calculate(FxVanillaOptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
-
- calculate(IborFutureOptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
-
- calculate(IborFutureTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
-
- calculate(BulletPaymentTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
-
- calculate(GenericSecurityPosition, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
-
- calculate(GenericSecurityTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
-
- calculate(SecurityPosition, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
-
- calculate(SecurityTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
-
- calculate(SwapTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
-
- calculate(SwaptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
-
- calculateAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, MarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Performs calculations asynchronously for a single set of market data,
invoking a listener as each calculation completes.
- calculateAsync(CalculationTasks, MarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Performs calculations asynchronously for a single set of market data,
invoking a listener as each calculation completes.
- calculateCrossGammaCrossCurve(RatesProvider, Function<ImmutableRatesProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Computes cross-curve gamma by applying finite difference method to curve delta.
- calculateCrossGammaIntraCurve(RatesProvider, Function<ImmutableRatesProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Computes intra-curve cross gamma by applying finite difference method to curve delta.
- calculatedEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Calculates the applicable end date.
- calculatedFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Calculates the applicable first regular start date.
- calculatedLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Calculates the applicable last regular end date.
- calculatedRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the applicable roll convention defining how to roll dates.
- calculatedStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Calculates the applicable start date.
- calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Calculates the effective date from the fixing date.
- calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the effective date from the fixing date.
- calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Calculates the effective date from the fixing date.
- calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Calculates the effective date from the fixing date.
- calculateEffectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Obtains the effective start date from the step-in date.
- calculateEffectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Obtains the effective start date from the step-in date.
- calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Converts the fixing date-time from the fixing date.
- calculateFixingDateTime(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Calculates the fixing date-time from the fixing date.
- calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Calculates the fixing date from the effective date.
- calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the fixing date from the effective date.
- calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Calculates the fixing date from the effective date.
- calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Calculates the fixing date from the effective date.
- calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Calculates the fixing date from the maturity date.
- calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
- calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Calculates the maturity date from the effective date.
- calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the maturity date from the effective date.
- calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Calculates the maturity date from the effective date.
- calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Calculates the maturity date from the effective date.
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Calculates the maturity date from the fixing date.
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Calculates the maturity date from the fixing date.
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the maturity date from the fixing date.
- calculateMaturityFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Calculates the maturity date from the fixing date.
- calculateMaturityFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Calculates the maturity date from the fixing date.
- calculateMonetaryAmount(double, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Calculates the monetary value of the specified quantity and price.
- calculateMonetaryValue(double, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Calculates the monetary value of the specified quantity and price.
- calculateMultiScenario(CalculationRules, List<? extends CalculationTarget>, List<Column>, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Performs calculations for multiple scenarios, each with a different set of market data.
- calculateMultiScenario(CalculationTasks, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Performs calculations for multiple scenarios, each with a different set of market data.
- calculateMultiScenarioAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, ScenarioMarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Performs calculations asynchronously for a multiple scenarios, each with a different set of market data,
invoking a listener as each calculation completes.
- calculateMultiScenarioAsync(CalculationTasks, ScenarioMarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Performs calculations asynchronously for a multiple scenarios, each with a different set of market data,
invoking a listener as each calculation completes.
- calculateNumeraire(ResolvedSwaption, ResolvedSwapLeg, double, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the numeraire, used to multiply the results.
- calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Calculates the publication date from the fixing date.
- calculatePublicationFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Calculates the publication date from the fixing date.
- calculatePublicationFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Calculates the publication date from the fixing date.
- calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Calculates the reference date from the trade date.
- calculateReferenceDateFromTradeDate(LocalDate, YearMonth, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Calculates the reference date from the trade date.
- calculateReferenceDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
-
Calculates the reference date of the trade.
- calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- calculateReferenceDateFromTradeDate(LocalDate, YearMonth, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- calculateSemiParallelGamma(Curve, Currency, Function<Curve, CurrencyParameterSensitivity>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.
- calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Calculates the settlement date from the valuation date.
- calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Calculates the settlement date from the valuation date.
- calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Calculates the settlement date from the valuation date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
-
Calculates the spot date from the trade date.
- calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Calculates the spot date from the trade date.
- calculateStrike(ResolvedSwapLeg) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the strike.
- calculation(IborRateCalculation) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the interest rate accrual calculation.
- calculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the calculation property.
- calculation(RateCalculation) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
Sets the interest rate accrual calculation.
- calculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the calculation property.
- CalculationFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner
-
Primary interface for all calculation functions that calculate measures.
- CalculationFunctions - Interface in com.opengamma.strata.calc.runner
-
The calculation functions.
- calculationFunctions() - Static method in class com.opengamma.strata.measure.StandardComponents
-
Returns the standard calculation functions.
- calculationFunctions() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
The meta-property for the calculationFunctions property.
- CalculationListener - Interface in com.opengamma.strata.calc.runner
-
- CalculationParameter - Interface in com.opengamma.strata.calc.runner
-
The base interface for calculation parameters.
- CalculationParameters - Class in com.opengamma.strata.calc.runner
-
The calculation parameters.
- CalculationResult - Class in com.opengamma.strata.calc.runner
-
The result of a single calculation.
- CalculationResults - Class in com.opengamma.strata.calc.runner
-
A set of related calculation results for a single calculation target.
- calculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
The meta-property for the calculationResults property.
- CalculationRules - Class in com.opengamma.strata.calc
-
A set of rules that define how the calculation runner should perform calculations.
- CalculationRules.Meta - Class in com.opengamma.strata.calc
-
The meta-bean for CalculationRules.
- CalculationRunner - Interface in com.opengamma.strata.calc
-
Component that provides the ability to perform calculations on multiple targets, measures and scenarios.
- calculationsComplete() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
-
- calculationsComplete() - Method in interface com.opengamma.strata.calc.runner.CalculationListener
-
Invoked when all calculations have completed.
- calculationsStarted(List<CalculationTarget>, List<Column>) - Method in interface com.opengamma.strata.calc.runner.CalculationListener
-
- calculationsStarted(List<CalculationTarget>, List<Column>) - Method in class com.opengamma.strata.calc.runner.ResultsListener
-
- CalculationTarget - Interface in com.opengamma.strata.basics
-
The target of calculation within a system.
- CalculationTargetList - Class in com.opengamma.strata.basics
-
A list of calculation targets.
- CalculationTask - Class in com.opengamma.strata.calc.runner
-
A single task that will be used to perform a calculation.
- CalculationTaskCell - Class in com.opengamma.strata.calc.runner
-
A single cell within a calculation task.
- CalculationTaskRunner - Interface in com.opengamma.strata.calc.runner
-
Component that provides the ability to run calculation tasks.
- CalculationTasks - Class in com.opengamma.strata.calc.runner
-
The tasks that will be used to perform the calculations.
- calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
Sets the calendar that defines holidays and business days.
- calendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
The meta-property for the calendar property.
- calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
Sets the holiday calendar that defines the meaning of a day when performing the addition.
- calendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
The meta-property for the calendar property.
- calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityCalibrator
-
- calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapper
-
- calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrator
-
- calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapper
-
- calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator
-
- calibrate(IsdaCreditCurveDefinition, MarketData, ImmutableCreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
-
Calibrates the ISDA compliant credit curve to the market data.
- calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
-
Calibrate the ISDA compliant credit curve to points upfront and fractional spread.
- calibrate(IsdaCreditCurveDefinition, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator
-
Calibrates the ISDA compliant discount curve to the market data.
- calibrate(IsdaCreditCurveDefinition, MarketData, ImmutableCreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantIndexCurveCalibrator
-
Calibrates the index curve to the market data.
- calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SimpleCreditCurveCalibrator
-
- calibrate(CurveGroupDefinition, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.CurveCalibrator
-
Calibrates a single curve group, containing one or more curves.
- calibrate(CurveGroupDefinition, RatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.SyntheticCurveCalibrator
-
Calibrates synthetic curves from the configuration of the new curves and an existing rates provider.
- calibrateAlphaWithAtm(SwaptionVolatilitiesName, SabrParametersSwaptionVolatilities, RatesProvider, SwaptionVolatilities, List<Tenor>, List<Period>, SurfaceInterpolator) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Calibrate SABR alpha parameters to a set of ATM swaption volatilities.
- calibrateAtmShiftedFromBlackVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, double, double, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Calibrate the SABR alpha parameter to an ATM Black volatility and compute the derivative of the result with
respect to the input volatility.
- calibrateAtmShiftedFromNormalVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, double, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Calibrate the SABR alpha parameter to an ATM normal volatility and compute the derivative of the result
with respect to the input volatility.
- calibrateLsShiftedFromBlackVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, double, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Calibrate the SABR parameters to a set of Black volatilities at given moneyness by least square.
- calibrateLsShiftedFromNormalVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Calibrate the SABR parameters to a set of normal volatilities at given moneyness.
- calibrateLsShiftedFromPrices(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Calibrate the SABR parameters to a set of option prices at given moneyness.
- calibrateTrinomialTree(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator
-
Calibrate trinomial tree to Black volatilities by using a vanilla option.
- calibrateTrinomialTree(double, CurrencyPair, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator
-
Calibrate trinomial tree to Black volatilities.
- calibrateWithFixedBetaAndShift(SabrSwaptionDefinition, ZonedDateTime, TenorRawOptionData, RatesProvider, Surface, Surface) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Calibrate SABR parameters to a set of raw swaption data.
- calibrateWithFixedBetaAndShift(SabrSwaptionDefinition, ZonedDateTime, TenorRawOptionData, RatesProvider, Surface, Surface, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Calibrate SABR parameters to a set of raw swaption data.
- CalibrationMeasure<T extends ResolvedTrade> - Interface in com.opengamma.strata.pricer.curve
-
Provides access to the measures needed to perform curve calibration for a single type of trade.
- CalibrationMeasures - Class in com.opengamma.strata.pricer.curve
-
Provides access to the measures needed to perform curve calibration.
- capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
-
The meta-property for the capFloorLeg property.
- capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
-
The meta-property for the capFloorLeg property.
- CapitalIndexedBond - Class in com.opengamma.strata.product.bond
-
A capital indexed bond.
- CapitalIndexedBond.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for CapitalIndexedBond.
- CapitalIndexedBond.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for CapitalIndexedBond.
- CapitalIndexedBondPaymentPeriod - Class in com.opengamma.strata.product.bond
-
A coupon or nominal payment of capital indexed bonds.
- CapitalIndexedBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for CapitalIndexedBondPaymentPeriod.
- CapitalIndexedBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for CapitalIndexedBondPaymentPeriod.
- CapitalIndexedBondSecurity - Class in com.opengamma.strata.product.bond
-
A security representing a capital indexed bond.
- CapitalIndexedBondSecurity.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for CapitalIndexedBondSecurity.
- CapitalIndexedBondSecurity.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for CapitalIndexedBondSecurity.
- CapitalIndexedBondTrade - Class in com.opengamma.strata.product.bond
-
A trade representing a capital indexed bond.
- CapitalIndexedBondTrade.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for CapitalIndexedBondTrade.
- CapitalIndexedBondTrade.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for CapitalIndexedBondTrade.
- CapitalIndexedBondTradeCalculationFunction - Class in com.opengamma.strata.measure.bond
-
Perform calculations on a single CapitalIndexedBondTrade for each of a set of scenarios.
- CapitalIndexedBondTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
-
Creates an instance.
- CapitalIndexedBondTradeCalculations - Class in com.opengamma.strata.measure.bond
-
Calculates pricing and risk measures for forward rate agreement (capital indexed bond) trades.
- CapitalIndexedBondTradeCalculations(DiscountingCapitalIndexedBondTradePricer) - Constructor for class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Creates an instance.
- CapitalIndexedBondYieldConvention - Enum in com.opengamma.strata.product.bond
-
A convention defining accrued interest calculation type for inflation bond securities.
- caplet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the optional caplet strike.
- caplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the caplet property.
- caplet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the optional caplet strike.
- caplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the caplet property.
- capletFloorletPeriods(List<IborCapletFloorletPeriod>) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
Sets the periodic payments based on the successive observed values of an Ibor index.
- capletFloorletPeriods(IborCapletFloorletPeriod...) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
Sets the capletFloorletPeriods property in the builder
from an array of objects.
- capletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
-
The meta-property for the capletFloorletPeriods property.
- capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the cap schedule, optional.
- capSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the capSchedule property.
- capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the cap schedule, optional.
- capSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the capSchedule property.
- CASH_FLOWS - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the cash flows of the calculation target.
- CashFlow - Class in com.opengamma.strata.market.amount
-
A single cash flow of a currency amount on a specific date.
- CashFlow.Meta - Class in com.opengamma.strata.market.amount
-
The meta-bean for CashFlow.
- CashFlowReport - Class in com.opengamma.strata.report.cashflow
-
Represents a cash flow report.
- CashFlowReport.Builder - Class in com.opengamma.strata.report.cashflow
-
The bean-builder for CashFlowReport.
- CashFlowReport.Meta - Class in com.opengamma.strata.report.cashflow
-
The meta-bean for CashFlowReport.
- CashFlowReportFormatter - Class in com.opengamma.strata.report.cashflow
-
Formatter for cash flow reports.
- CashFlowReportRunner - Class in com.opengamma.strata.report.cashflow
-
Report runner for cash flow reports.
- CashFlowReportTemplate - Class in com.opengamma.strata.report.cashflow
-
Marker for a cash flow report template.
- CashFlowReportTemplate() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplate
-
- CashFlowReportTemplateIniLoader - Class in com.opengamma.strata.report.cashflow
-
Loads a cash flow report template from the standard INI file format.
- CashFlowReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
-
- CashFlows - Class in com.opengamma.strata.market.amount
-
A collection of cash flows.
- cashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
-
The meta-property for the cashFlows property.
- cashFlows(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates cash flows across one or more scenarios.
- cashFlows(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates cash flows for a single set of market data.
- cashFlows(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates cash flows across one or more scenarios.
- cashFlows(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates cash flows for a single set of market data.
- cashFlows(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates cash flows across one or more scenarios.
- cashFlows(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates cash flows for a single set of market data.
- cashFlows(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Calculates the future cash flow of the payment.
- cashFlows(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the future cash flow of the FRA product.
- cashFlows(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the future cash flow of the FRA trade.
- cashFlows(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
-
Calculates the future cash flow of the bullet payment trade.
- cashFlows(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the future cash flows of the swap leg.
- cashFlows(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the future cash flows of the swap product.
- cashFlows(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the future cash flows of the swap trade.
- CashFlows.Meta - Class in com.opengamma.strata.market.amount
-
The meta-bean for CashFlows.
- CashSwaptionSettlement - Class in com.opengamma.strata.product.swaption
-
Defines the settlement type and settlement method of swaptions.
- CashSwaptionSettlement.Meta - Class in com.opengamma.strata.product.swaption
-
The meta-bean for CashSwaptionSettlement.
- CashSwaptionSettlementMethod - Enum in com.opengamma.strata.product.swaption
-
Cash settlement method of cash settled swaptions.
- category() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
The meta-property for the category property.
- CATO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Toronto, Canada, with code 'CATO'.
- causeType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
The meta-property for the causeType property.
- Cds - Class in com.opengamma.strata.product.credit
-
A single-name credit default swap (CDS).
- Cds.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for Cds.
- Cds.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for Cds.
- CDS_INDEX_FACTOR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
-
Key used to access information about the index factor.
- CdsCalibrationTrade - Class in com.opengamma.strata.product.credit
-
A trade in a single-name credit default swap (CDS) used for credit curve calibration.
- CdsCalibrationTrade.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for CdsCalibrationTrade.
- CdsConvention - Interface in com.opengamma.strata.product.credit.type
-
A market convention for credit default swap trades.
- CdsConventions - Class in com.opengamma.strata.product.credit.type
-
Standardized credit default swap conventions.
- CdsIndex - Class in com.opengamma.strata.product.credit
-
A CDS (portfolio) index product.
- CdsIndex.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for CdsIndex.
- CdsIndex.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for CdsIndex.
- CdsIndexCalibrationTrade - Class in com.opengamma.strata.product.credit
-
A trade in a CDS index used for credit curve calibration.
- CdsIndexCalibrationTrade.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for CdsIndexCalibrationTrade.
- cdsIndexId(StandardId) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
-
Sets the CDS index identifier.
- cdsIndexId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
-
The meta-property for the cdsIndexId property.
- cdsIndexId(StandardId) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the CDS index identifier.
- cdsIndexId() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the cdsIndexId property.
- cdsIndexId(StandardId) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the CDS index identifier.
- cdsIndexId() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the cdsIndexId property.
- CdsIndexIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve.node
-
An ISDA compliant curve node whose instrument is a CDS index.
- CdsIndexIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for CdsIndexIsdaCreditCurveNode.
- CdsIndexIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for CdsIndexIsdaCreditCurveNode.
- CdsIndexTrade - Class in com.opengamma.strata.product.credit
-
A trade in a CDS index.
- CdsIndexTrade.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for CdsIndexTrade.
- CdsIndexTrade.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for CdsIndexTrade.
- CdsIndexTradeCalculationFunction - Class in com.opengamma.strata.measure.credit
-
Perform calculations on a single CdsIndexTrade for each of a set of scenarios.
- CdsIndexTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
-
Creates an instance.
- CdsIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve.node
-
An ISDA compliant curve node whose instrument is a credit default swap.
- CdsIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for CdsIsdaCreditCurveNode.
- CdsIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for CdsIsdaCreditCurveNode.
- CdsMarketQuoteConverter - Class in com.opengamma.strata.pricer.credit
-
The market quote converter for credit default swaps.
- CdsMarketQuoteConverter() - Constructor for class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
-
The default constructor.
- CdsMarketQuoteConverter(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
-
The constructor with the accrual-on-default formula specified.
- CdsQuote - Class in com.opengamma.strata.product.credit
-
Market quote for a single-name credit default swap (CDS).
- CdsQuote.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for CdsQuote.
- CdsQuoteConvention - Enum in com.opengamma.strata.product.credit.type
-
Market quote conventions for credit default swaps.
- CdsTemplate - Interface in com.opengamma.strata.product.credit.type
-
A template for creating credit default swap trades.
- CdsTrade - Class in com.opengamma.strata.product.credit
-
A trade in a single-name credit default swap (CDS).
- CdsTrade.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for CdsTrade.
- CdsTrade.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for CdsTrade.
- CdsTradeCalculationFunction - Class in com.opengamma.strata.measure.credit
-
Perform calculations on a single CdsTrade for each of a set of scenarios.
- CdsTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
-
Creates an instance.
- cells() - Method in class com.opengamma.strata.calc.Results.Meta
-
The meta-property for the cells property.
- CH - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CH' - Switzerland.
- CH_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The consumer price index for Switzerland,
"Non-revised Consumer Price Index".
- CharSources - Class in com.opengamma.strata.collect.io
-
Helper that allows CharSource objects to be created.
- checkCdsBucket(ResolvedCdsTrade, List<ResolvedCdsTrade>) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
- CheckedBiConsumer<T,U> - Interface in com.opengamma.strata.collect.function
-
A checked version of BiConsumer.
- CheckedBiFunction<T,U,R> - Interface in com.opengamma.strata.collect.function
-
A checked version of BiFunction.
- CheckedBinaryOperator<T> - Interface in com.opengamma.strata.collect.function
-
A checked version of BinaryOperator.
- CheckedBiPredicate<T,U> - Interface in com.opengamma.strata.collect.function
-
A checked version of BiPredicate.
- CheckedConsumer<T> - Interface in com.opengamma.strata.collect.function
-
A checked version of Consumer.
- CheckedFunction<T,R> - Interface in com.opengamma.strata.collect.function
-
A checked version of Function.
- CheckedPredicate<T> - Interface in com.opengamma.strata.collect.function
-
A checked version of Predicate.
- CheckedRunnable - Interface in com.opengamma.strata.collect.function
-
A checked version of Runnable.
- CheckedSupplier<R> - Interface in com.opengamma.strata.collect.function
-
A checked version of Supplier.
- CheckedUnaryOperator<T> - Interface in com.opengamma.strata.collect.function
-
A checked version of UnaryOperator.
- checkEquals(ValueType, String) - Method in class com.opengamma.strata.market.ValueType
-
Checks that this instance equals the specified instance.
- CHF - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CHF' - Swiss Franc.
- CHF_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'CHF-Deposit-T2' term deposit convention with T+2 settlement date.
- CHF_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'CHF-FIXED-1Y-LIBOR-3M' swap convention.
- CHF_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'CHF-FIXED-1Y-LIBOR-6M' swap convention.
- CHF_FIXED_ZC_CH_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
CHF vanilla fixed vs Switzerland CPI swap.
- CHF_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for CHF-LIBOR.
- CHF_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month LIBOR index for CHF.
- CHF_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month LIBOR index for CHF.
- CHF_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week LIBOR index for CHF.
- CHF_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month LIBOR index for CHF.
- CHF_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month LIBOR index for CHF.
- CHF_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month LIBOR index for CHF.
- CHF_SARON - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for CHF-SARON Overnight index.
- CHF_SARON - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The SARON index for CHF.
- CHF_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'CHF-ShortDeposit-T0' term deposit convention with T+0 settlement date.
- CHF_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'CHF-ShortDeposit-T1' term deposit convention with T+1 settlement date
This has the following business day convention and is typically used for T/N.
- CHF_SHORT_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'CHF-ShortDeposit-T2' term deposit convention with T+2 settlement date
This has the following business day convention and is typically used for deposits up to one month.
- CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for CHF-TOIS Overnight index.
- CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The TOIS index for CHF.
- chiSquare() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
-
The meta-property for the chiSquare property.
- CHZU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Zurich, Switzerland, with code 'EUTA'.
- CL - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CL' - Chile.
- CLASSPATH_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
-
The prefix for classpath resource locators.
- cleanNominalPriceFromDirtyNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the clean nominal price of the bond from its settlement date and dirty nominal price.
- cleanPrice(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
-
Computes the market clean price.
- cleanPriceFromDirtyPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the clean price of the fixed coupon bond from its settlement date and dirty price.
- cleanPriceFromPointsUpfront(double) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
-
Computes market clean price from points upfront.
- cleanPriceFromRealYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Computes the clean price from the conventional real yield.
- cleanRealPriceFromDirtyRealPrice(ResolvedCapitalIndexedBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the clean real price of the bond from its settlement date and dirty real price.
- clearParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Clears the parameter-level metadata.
- clearParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
-
Clears the parameter-level metadata.
- cloned() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
- cloned() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Clones the point sensitivity builder.
- cloned() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
- cloned() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
- cloned() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
- cloned() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
- cloned() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
- cloned() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
- cloned() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
- cloned() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
- cloned() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
- cloned() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
- cloned() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
- cloned() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
- cloned() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
- cloned() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
- cloned() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
- cloned() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
- close() - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Closes any resources held by the component.
- close() - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Closes any resources held by the component.
- close() - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Closes the underlying reader.
- close() - Method in class com.opengamma.strata.collect.MapStream
-
- closeListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
-
Closes the currently open list.
- CLP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CLP' - Chilean Peso.
- Cms - Class in com.opengamma.strata.product.cms
-
A constant maturity swap (CMS) or CMS cap/floor.
- Cms.Meta - Class in com.opengamma.strata.product.cms
-
The meta-bean for Cms.
- cmsLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta
-
The meta-property for the cmsLeg property.
- CmsLeg - Class in com.opengamma.strata.product.cms
-
A CMS leg of a constant maturity swap (CMS) product.
- cmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
-
The meta-property for the cmsLeg property.
- CmsLeg.Builder - Class in com.opengamma.strata.product.cms
-
The bean-builder for CmsLeg.
- CmsLeg.Meta - Class in com.opengamma.strata.product.cms
-
The meta-bean for CmsLeg.
- CmsPeriod - Class in com.opengamma.strata.product.cms
-
A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.
- CmsPeriod.Builder - Class in com.opengamma.strata.product.cms
-
The bean-builder for CmsPeriod.
- CmsPeriod.Meta - Class in com.opengamma.strata.product.cms
-
The meta-bean for CmsPeriod.
- cmsPeriods(List<CmsPeriod>) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
Sets the periodic payments based on the successive observed values of a swap index.
- cmsPeriods(CmsPeriod...) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
Sets the cmsPeriods property in the builder
from an array of objects.
- cmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
-
The meta-property for the cmsPeriods property.
- CmsPeriodType - Enum in com.opengamma.strata.product.cms
-
A CMS payment period type.
- CmsSabrExtrapolationParams - Class in com.opengamma.strata.measure.cms
-
The additional parameters necessary for pricing CMS using SABR extrapolation replication.
- CmsTrade - Class in com.opengamma.strata.product.cms
-
A trade in a constant maturity swap (CMS).
- CmsTrade.Builder - Class in com.opengamma.strata.product.cms
-
The bean-builder for CmsTrade.
- CmsTrade.Meta - Class in com.opengamma.strata.product.cms
-
The meta-bean for CmsTrade.
- CmsTradeCalculationFunction - Class in com.opengamma.strata.measure.cms
-
Perform calculations on a single CmsTrade for each of a set of scenarios.
- CmsTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
-
Creates an instance.
- CmsTradeCalculations - Class in com.opengamma.strata.measure.cms
-
Calculates pricing and risk measures for constant maturity swap (CMS) trades.
- CmsTradeCalculations(SabrExtrapolationReplicationCmsTradePricer) - Constructor for class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Creates an instance specifying the SABR pricer.
- CN - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'CN' - China.
- CNY - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CNY' - Chinese Yuan.
- collect(Supplier<R>, BiConsumer<R, ? super Map.Entry<K, V>>, BiConsumer<R, R>) - Method in class com.opengamma.strata.collect.MapStream
-
- collect(Collector<? super Map.Entry<K, V>, A, R>) - Method in class com.opengamma.strata.collect.MapStream
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
-
Collects all the indices referred to by this period.
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.FixedRateComputation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.RateComputation
-
Collects all the indices referred to by this computation.
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.RateCalculation
-
Collects all the indices referred to by this calculation.
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Collects all the indices referred to by this leg.
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Collects all the indices referred to by this leg.
- collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
-
Collects all the indices referred to by this period.
- collector() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Returns a collector that can be used to create a time-series from a stream of points.
- Column - Class in com.opengamma.strata.calc
-
Defines a column in a set of calculation results.
- column(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the column at the specified index.
- Column.Builder - Class in com.opengamma.strata.calc
-
The bean-builder for Column.
- Column.Meta - Class in com.opengamma.strata.calc
-
The meta-bean for Column.
- columnArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the column at the specified index as an independent array.
- columnCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the number of columns of this matrix.
- ColumnHeader - Class in com.opengamma.strata.calc
-
Provides access to the column name and measure in the grid of results.
- ColumnHeader.Meta - Class in com.opengamma.strata.calc
-
The meta-bean for ColumnHeader.
- columnHeaders(List<String>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the column headers.
- columnHeaders(String...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the columnHeaders property in the builder
from an array of objects.
- columnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
The meta-property for the columnHeaders property.
- columnKeys(List<ExplainKey<?>>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the keys corresponding to the columns.
- columnKeys(ExplainKey<?>...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
Sets the columnKeys property in the builder
from an array of objects.
- columnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
The meta-property for the columnKeys property.
- ColumnName - Class in com.opengamma.strata.calc
-
The name of a column in the grid of calculation results.
- columns() - Method in class com.opengamma.strata.calc.Results.Meta
-
The meta-property for the columns property.
- columns() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
The meta-property for the columns property.
- columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
Sets the report columns, which may contain information required for formatting.
- columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
Sets the columns property in the builder
from an array of objects.
- columns() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
The meta-property for the columns property.
- columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
Sets the columns in the report.
- columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
Sets the columns property in the builder
from an array of objects.
- columns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
-
The meta-property for the columns property.
- com.opengamma.strata.basics - package com.opengamma.strata.basics
-
Basic types for modelling reference data.
- com.opengamma.strata.basics.currency - package com.opengamma.strata.basics.currency
-
Representations of currency and money.
- com.opengamma.strata.basics.date - package com.opengamma.strata.basics.date
-
Tools for working with dates.
- com.opengamma.strata.basics.index - package com.opengamma.strata.basics.index
-
Entity objects describing common market indices, such as LIBOR and FED FUND.
- com.opengamma.strata.basics.location - package com.opengamma.strata.basics.location
-
Representations of a geographic location.
- com.opengamma.strata.basics.schedule - package com.opengamma.strata.basics.schedule
-
Basic financial tools for working with date-based schedules.
- com.opengamma.strata.basics.value - package com.opengamma.strata.basics.value
-
Basic financial tools for working with values.
- com.opengamma.strata.calc - package com.opengamma.strata.calc
-
Calculates risk measures on trades, applies scenarios and manages market data.
- com.opengamma.strata.calc.marketdata - package com.opengamma.strata.calc.marketdata
-
Provides the ability to obtain market data and perform calibrations and scenario perturbations.
- com.opengamma.strata.calc.runner - package com.opengamma.strata.calc.runner
-
The calculation runner.
- com.opengamma.strata.collect - package com.opengamma.strata.collect
-
Root package for common data structures used by Strata.
- com.opengamma.strata.collect.array - package com.opengamma.strata.collect.array
-
Array data structures.
- com.opengamma.strata.collect.function - package com.opengamma.strata.collect.function
-
Additional functional interfaces not supplied by Java SE 8.
- com.opengamma.strata.collect.io - package com.opengamma.strata.collect.io
-
Provides utilities for the management of input and output.
- com.opengamma.strata.collect.named - package com.opengamma.strata.collect.named
-
Named data structures.
- com.opengamma.strata.collect.result - package com.opengamma.strata.collect.result
-
Result data structures.
- com.opengamma.strata.collect.timeseries - package com.opengamma.strata.collect.timeseries
-
Time-series data structures.
- com.opengamma.strata.collect.tuple - package com.opengamma.strata.collect.tuple
-
Tuple data structures.
- com.opengamma.strata.data - package com.opengamma.strata.data
-
Basic types to model market data.
- com.opengamma.strata.data.scenario - package com.opengamma.strata.data.scenario
-
Basic types to model market data across scenarios.
- com.opengamma.strata.loader - package com.opengamma.strata.loader
-
Tools for loading data from files.
- com.opengamma.strata.loader.csv - package com.opengamma.strata.loader.csv
-
Loader that reads market data from CSV files.
- com.opengamma.strata.loader.fpml - package com.opengamma.strata.loader.fpml
-
Loader that can convert files to financial instruments.
- com.opengamma.strata.market - package com.opengamma.strata.market
-
Data structures for market data.
- com.opengamma.strata.market.amount - package com.opengamma.strata.market.amount
-
Defines representations of amounts typically used as result types.
- com.opengamma.strata.market.curve - package com.opengamma.strata.market.curve
-
Definitions of curves.
- com.opengamma.strata.market.curve.interpolator - package com.opengamma.strata.market.curve.interpolator
-
Interpolators for interpolating in one and two dimensions.
- com.opengamma.strata.market.curve.node - package com.opengamma.strata.market.curve.node
-
Curve nodes.
- com.opengamma.strata.market.explain - package com.opengamma.strata.market.explain
-
Support for explaining results.
- com.opengamma.strata.market.model - package com.opengamma.strata.market.model
-
Market data related to pricing models.
- com.opengamma.strata.market.observable - package com.opengamma.strata.market.observable
-
Market data for quotes.
- com.opengamma.strata.market.option - package com.opengamma.strata.market.option
-
Entity objects for options.
- com.opengamma.strata.market.param - package com.opengamma.strata.market.param
-
Market data based on parameters.
- com.opengamma.strata.market.sensitivity - package com.opengamma.strata.market.sensitivity
-
Entity objects for sensitivities.
- com.opengamma.strata.market.surface - package com.opengamma.strata.market.surface
-
Definitions of surfaces.
- com.opengamma.strata.market.surface.interpolator - package com.opengamma.strata.market.surface.interpolator
-
Interpolators for surfaces.
- com.opengamma.strata.math - package com.opengamma.strata.math
-
Base package of the strata-math project.
- com.opengamma.strata.measure - package com.opengamma.strata.measure
-
Provides the ability to calculate high-level measures on financial instruments.
- com.opengamma.strata.measure.bond - package com.opengamma.strata.measure.bond
-
Base package for calculation functions.
- com.opengamma.strata.measure.calc - package com.opengamma.strata.measure.calc
-
Additional calculation parameters.
- com.opengamma.strata.measure.capfloor - package com.opengamma.strata.measure.capfloor
-
Calculation functions for Ibor cap/floor products.
- com.opengamma.strata.measure.cms - package com.opengamma.strata.measure.cms
-
Calculation functions for constant maturity swap (CMS) products.
- com.opengamma.strata.measure.credit - package com.opengamma.strata.measure.credit
-
Calculation functions for credit products.
- com.opengamma.strata.measure.curve - package com.opengamma.strata.measure.curve
-
Integration code that allows strata-calc to use and calibrate curves.
- com.opengamma.strata.measure.deposit - package com.opengamma.strata.measure.deposit
-
Calculation functions for deposit products.
- com.opengamma.strata.measure.dsf - package com.opengamma.strata.measure.dsf
-
Calculation functions for DSF products.
- com.opengamma.strata.measure.fra - package com.opengamma.strata.measure.fra
-
Calculation functions for FRA products.
- com.opengamma.strata.measure.fx - package com.opengamma.strata.measure.fx
-
Calculation functions for FX products.
- com.opengamma.strata.measure.fxopt - package com.opengamma.strata.measure.fxopt
-
Calculation functions for FX option products.
- com.opengamma.strata.measure.index - package com.opengamma.strata.measure.index
-
Calculation functions for index products.
- com.opengamma.strata.measure.payment - package com.opengamma.strata.measure.payment
-
Calculation functions for payment products.
- com.opengamma.strata.measure.rate - package com.opengamma.strata.measure.rate
-
Base package for calculation functions.
- com.opengamma.strata.measure.security - package com.opengamma.strata.measure.security
-
Calculation functions for futures products.
- com.opengamma.strata.measure.swap - package com.opengamma.strata.measure.swap
-
Calculation functions for swap products.
- com.opengamma.strata.measure.swaption - package com.opengamma.strata.measure.swaption
-
Calculation functions for swaption products.
- com.opengamma.strata.pricer - package com.opengamma.strata.pricer
-
Calculators for financial instruments.
- com.opengamma.strata.pricer.bond - package com.opengamma.strata.pricer.bond
-
Calculators for bonds.
- com.opengamma.strata.pricer.capfloor - package com.opengamma.strata.pricer.capfloor
-
Calculators for Ibor cap-floor.
- com.opengamma.strata.pricer.cms - package com.opengamma.strata.pricer.cms
-
Calculators for CMS.
- com.opengamma.strata.pricer.common - package com.opengamma.strata.pricer.common
-
Common code for pricing.
- com.opengamma.strata.pricer.credit - package com.opengamma.strata.pricer.credit
-
Calculators for credit instruments, such as Credit Default Swap (CDS).
- com.opengamma.strata.pricer.curve - package com.opengamma.strata.pricer.curve
-
Provides the ability to calibrate curves.
- com.opengamma.strata.pricer.deposit - package com.opengamma.strata.pricer.deposit
-
Calculators for rate deposit instruments, such as term deposit.
- com.opengamma.strata.pricer.dsf - package com.opengamma.strata.pricer.dsf
-
Calculators for Deliverable Swap Futures (DSFs).
- com.opengamma.strata.pricer.fra - package com.opengamma.strata.pricer.fra
-
Calculators for Forward Rate Agreement (FRA) instruments.
- com.opengamma.strata.pricer.fx - package com.opengamma.strata.pricer.fx
-
Calculators for FX instruments, such as FX forward and FX swap.
- com.opengamma.strata.pricer.fxopt - package com.opengamma.strata.pricer.fxopt
-
Calculators for FX options.
- com.opengamma.strata.pricer.index - package com.opengamma.strata.pricer.index
-
Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
- com.opengamma.strata.pricer.model - package com.opengamma.strata.pricer.model
-
Common code for model pricing.
- com.opengamma.strata.pricer.option - package com.opengamma.strata.pricer.option
-
Pricer support classes for options.
- com.opengamma.strata.pricer.payment - package com.opengamma.strata.pricer.payment
-
Calculators for payment instruments.
- com.opengamma.strata.pricer.rate - package com.opengamma.strata.pricer.rate
-
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
- com.opengamma.strata.pricer.sensitivity - package com.opengamma.strata.pricer.sensitivity
-
Calculators for sensitivities.
- com.opengamma.strata.pricer.swap - package com.opengamma.strata.pricer.swap
-
Calculators for interest rate swaps.
- com.opengamma.strata.pricer.swaption - package com.opengamma.strata.pricer.swaption
-
Calculators for swaptions.
- com.opengamma.strata.product - package com.opengamma.strata.product
-
Entity objects describing trades and products in financial markets.
- com.opengamma.strata.product.bond - package com.opengamma.strata.product.bond
-
Entity objects describing bonds.
- com.opengamma.strata.product.capfloor - package com.opengamma.strata.product.capfloor
-
Entity objects describing Ibor cap/floor.
- com.opengamma.strata.product.cms - package com.opengamma.strata.product.cms
-
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
- com.opengamma.strata.product.common - package com.opengamma.strata.product.common
-
Entity objects shared between other packages.
- com.opengamma.strata.product.credit - package com.opengamma.strata.product.credit
-
Entity objects describing Credit Default Swap (CDS) and CDS index.
- com.opengamma.strata.product.credit.type - package com.opengamma.strata.product.credit.type
-
- com.opengamma.strata.product.deposit - package com.opengamma.strata.product.deposit
-
Entity objects describing financial instruments representing a simple deposit with interest.
- com.opengamma.strata.product.deposit.type - package com.opengamma.strata.product.deposit.type
-
Conventions and templates to aid the construction of deposits.
- com.opengamma.strata.product.dsf - package com.opengamma.strata.product.dsf
-
Entity objects describing Deliverable Swap Futures (DSFs).
- com.opengamma.strata.product.etd - package com.opengamma.strata.product.etd
-
Entity objects describing Exchange Traded Derivatives (ETDs).
- com.opengamma.strata.product.fra - package com.opengamma.strata.product.fra
-
Entity objects describing a forward rate agreement (FRA).
- com.opengamma.strata.product.fra.type - package com.opengamma.strata.product.fra.type
-
Conventions and templates to aid the construction of FRAs.
- com.opengamma.strata.product.fx - package com.opengamma.strata.product.fx
-
Entity objects describing financial instruments in the foreign exchange market.
- com.opengamma.strata.product.fx.type - package com.opengamma.strata.product.fx.type
-
Conventions and templates to aid the construction of foreign exchange products.
- com.opengamma.strata.product.fxopt - package com.opengamma.strata.product.fxopt
-
Entity objects describing options in the foreign exchange market.
- com.opengamma.strata.product.index - package com.opengamma.strata.product.index
-
Entity objects describing contracts based on rate indices.
- com.opengamma.strata.product.index.type - package com.opengamma.strata.product.index.type
-
Conventions and templates to aid the construction of rate index products.
- com.opengamma.strata.product.option - package com.opengamma.strata.product.option
-
Entity objects describing common option concepts.
- com.opengamma.strata.product.payment - package com.opengamma.strata.product.payment
-
Entity objects describing simple payment financial instruments.
- com.opengamma.strata.product.rate - package com.opengamma.strata.product.rate
-
Entity objects describing the rate-based financial instruments.
- com.opengamma.strata.product.swap - package com.opengamma.strata.product.swap
-
Entity objects describing a swap.
- com.opengamma.strata.product.swap.type - package com.opengamma.strata.product.swap.type
-
Conventions and templates to aid the construction of rate swaps.
- com.opengamma.strata.product.swaption - package com.opengamma.strata.product.swaption
-
Entity objects describing options on swaps, known as swaptions.
- com.opengamma.strata.report - package com.opengamma.strata.report
-
Reporting Framework
- com.opengamma.strata.report.cashflow - package com.opengamma.strata.report.cashflow
-
Types for reporting and formatting cashflows.
- com.opengamma.strata.report.framework.expression - package com.opengamma.strata.report.framework.expression
-
Provide the ability to extract data using textual expressions.
- com.opengamma.strata.report.framework.format - package com.opengamma.strata.report.framework.format
-
Provide the ability to format calculated values.
- com.opengamma.strata.report.trade - package com.opengamma.strata.report.trade
-
Types for reporting and formatting trades.
- combine(List<MarketDataRequirements>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Merges multiple sets of requirements into a single set.
- combine(DoubleArray, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance where each element is formed by some combination of the matching
values in this array and the other array.
- combine(DoubleMatrix, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance where each element is formed by some combination of the matching
values in this matrix and the other matrix.
- combine(IntArray, IntBinaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance where each element is formed by some combination of the matching
values in this array and the other array.
- combine(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Combines two arrays, returning an array where each element is the combination of the two matching inputs.
- combine(Iterable<? extends Result<T>>, Function<Stream<T>, R>) - Static method in class com.opengamma.strata.collect.result.Result
-
Takes a collection of results, checks if all of them are successes
and then applies the supplied function to the successes wrapping
the result in a success result.
- combine(MarketDataName<?>, CurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Combines two or more instances to form a single sensitivity instance.
- combine(MarketDataName<?>, UnitParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Combines two or more instances to form a single sensitivity instance.
- combineByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Combines two arrays, returning an array where each element is the sum of the two matching inputs.
- combineByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Combines two arrays, returning an array where each element is the multiplication of the two matching inputs.
- combined(ImmutableHolidayCalendar, ImmutableHolidayCalendar) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Obtains a combined holiday calendar instance.
- combined(FxRateProvider, ImmutableRatesProvider...) - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Combines a number of rates providers.
- COMBINED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The combined rate, including weighting.
- combinedIniFile(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
-
Returns a combined INI file formed by merging INI files with the specified name.
- combinedIniFile(List<ResourceLocator>) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
-
Returns a combined INI file formed by merging the specified INI files.
- combinedWith(HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Combines this holiday calendar with another.
- combinedWith(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Combines this holiday calendar identifier with another.
- combinedWith(ReferenceData) - Method in class com.opengamma.strata.basics.ImmutableReferenceData
-
- combinedWith(ReferenceData) - Method in interface com.opengamma.strata.basics.ReferenceData
-
Combines this reference data with another.
- combinedWith(CalculationParameters) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Combines this set of parameters with the specified set.
- combinedWith(FunctionRequirements) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
Combines these requirements with another set.
- combinedWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet
-
Combines this property set with another.
- combinedWith(ValueWithFailures<T>, BinaryOperator<T>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Combines this instance with another.
- combinedWith(ImmutableMarketData) - Method in class com.opengamma.strata.data.ImmutableMarketData
-
Combines this set of market data with another.
- combinedWith(MarketData) - Method in class com.opengamma.strata.data.ImmutableMarketData
-
- combinedWith(MarketData) - Method in interface com.opengamma.strata.data.MarketData
-
Combines this market data with another.
- combinedWith(ImmutableScenarioMarketData) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Returns set of market data which combines the data from this set of data with another set.
- combinedWith(ScenarioMarketData) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
- combinedWith(ScenarioMarketData) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Returns set of market data which combines the data from this set of data with another set.
- combinedWith(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlows
-
Combines this cash flows instance with another cash flow.
- combinedWith(CashFlows) - Method in class com.opengamma.strata.market.amount.CashFlows
-
Combines this cash flows instance with another one.
- combinedWith(CrossGammaParameterSensitivity) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(CrossGammaParameterSensitivities) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(UnitParameterSensitivities) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Combines this parameter sensitivities with another instance.
- combinedWith(PointSensitivityBuilder) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
- combinedWith(PointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Combines this point sensitivities with another instance.
- combinedWith(PointSensitivityBuilder) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Combines this sensitivity with another instance.
- combinedWith(ImmutableRatesProvider, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Combines this provider with another.
- combineLenient(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Combines two arrays, returning an array where each element is the combination of the two matching inputs.
- combineReduce(DoubleArray, DoubleTernaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Combines this array and the other array returning a reduced value.
- combineReduce(IntArray, IntTernaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray
-
Combines this array and the other array returning a reduced value.
- combineWith(Result<U>, BiFunction<T, U, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result
-
Combines this result with another result.
- combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Applies a function to the market data in this box and another box and returns a box containing the result.
- combineWithDefaults(ReportingCurrency, CalculationParameters) - Method in class com.opengamma.strata.calc.Column
-
Combines the parameters with another reporting currency and set of parameters.
- compareKey(CrossGammaParameterSensitivity) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
- compareKey(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
- compareKey(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
- compareKey(PointSensitivity) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Compares the key of two sensitivities, excluding the point sensitivity value.
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
- compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
- compareTo(Currency) - Method in class com.opengamma.strata.basics.currency.Currency
-
Compares this currency to another.
- compareTo(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Compares this currency amount to another.
- compareTo(Money) - Method in class com.opengamma.strata.basics.currency.Money
-
Compares this money to another.
- compareTo(Tenor) - Method in class com.opengamma.strata.basics.date.Tenor
-
Compares this tenor to another tenor.
- compareTo(Country) - Method in class com.opengamma.strata.basics.location.Country
-
Compares this country to another.
- compareTo(SchedulePeriod) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Compares this period to another by unadjusted start date, then unadjusted end date.
- compareTo(StandardId) - Method in class com.opengamma.strata.basics.StandardId
-
Compares the external identifiers, sorting alphabetically by scheme followed by value.
- compareTo(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Compares this point to another.
- compareTo(DoublesPair) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Compares the pair based on the first element followed by the second element.
- compareTo(IntDoublePair) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Compares the pair based on the first element followed by the second element.
- compareTo(LongDoublePair) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Compares the pair based on the first element followed by the second element.
- compareTo(ObjDoublePair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Compares the pair based on the first element followed by the second element.
- compareTo(ObjIntPair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Compares the pair based on the first element followed by the second element.
- compareTo(Pair<A, B>) - Method in class com.opengamma.strata.collect.tuple.Pair
-
Compares the pair based on the first element followed by the second element.
- compareTo(Triple<A, B, C>) - Method in class com.opengamma.strata.collect.tuple.Triple
-
Compares the triple based on the first element followed by the second
element followed by the third element.
- compareTo(T) - Method in class com.opengamma.strata.collect.TypedString
-
Compares this type to another.
- compareTo(MarketDataName<?>) - Method in class com.opengamma.strata.data.MarketDataName
-
Compares this name to another.
- compareTo(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlow
-
Compares this cash flow to another, first by date, then value.
- COMPLETED - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The flag to indicate that the period has completed.
- completionStage() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
-
- composedWith(CalculationFunctions) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions
-
Returns a set of calculation functions which combines the functions in this set with the functions in another.
- composedWith(DerivedCalculationFunction<?, ?>...) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions
-
Returns a set of calculation functions which combines the functions in this set with some
derived calculation functions.
- CompoundedRateType - Enum in com.opengamma.strata.pricer
-
A compounded rate type.
- COMPOUNDING - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The method of compounding.
- COMPOUNDING_PER_YEAR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
-
Key used to access information about the number of compounding per year, as an
Integer.
- CompoundingMethod - Enum in com.opengamma.strata.product.swap
-
A convention defining how to compound interest.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
- compoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the compoundingMethod property.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the compounding method to use when there is more than one accrual period, default is 'None'.
- compoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the compoundingMethod property.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the compounding method to use when there is more than one accrual period
in each payment period, optional with defaulting getter.
- compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the compoundingMethod property.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the compounding method to use when there is more than one accrual period
in each payment period, optional with defaulting getter.
- compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the compoundingMethod property.
- compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the compounding method to use when there is more than one accrual period
in each payment period, optional with defaulting getter.
- compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the compoundingMethod property.
- computeJacobian() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
The meta-property for the computeJacobian property.
- computeJacobian(boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
-
Sets the 'compute Jacobian' flag of the curve group definition.
- computeJacobian() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
-
The meta-property for the computeJacobian property.
- computePenaltyMatrix(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Computes penalty matrix.
- computePvSensitivityToMarketQuote() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
The meta-property for the computePvSensitivityToMarketQuote property.
- computePvSensitivityToMarketQuote(boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
-
Sets the 'compute PV sensitivity to market quote' flag of the curve group definition.
- computeShift(double, double) - Method in enum com.opengamma.strata.market.ShiftType
-
Computes the shift amount using appropriate logic for the shift type.
- concat(double...) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an array that combines this array and the specified array.
- concat(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an array that combines this array and the specified array.
- concat(int...) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an array that combines this array and the specified array.
- concat(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an array that combines this array and the specified array.
- concatToList(Iterable<T>...) - Static method in class com.opengamma.strata.collect.Guavate
-
Concatenates a number of iterables into a single list.
- configs() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
-
The meta-property for the configs property.
- ConstantCurve - Class in com.opengamma.strata.market.curve
-
A curve based on a single constant value.
- ConstantCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for ConstantCurve.
- ConstantNodalCurve - Class in com.opengamma.strata.market.curve
-
A curve based on a single constant value.
- ConstantNodalCurve.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for ConstantNodalCurve.
- ConstantNodalCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for ConstantNodalCurve.
- ConstantRecoveryRates - Class in com.opengamma.strata.pricer.credit
-
The constant recovery rate.
- ConstantRecoveryRates.Meta - Class in com.opengamma.strata.pricer.credit
-
The meta-bean for ConstantRecoveryRates.
- ConstantSurface - Class in com.opengamma.strata.market.surface
-
A surface based on a single constant value.
- ConstantSurface.Meta - Class in com.opengamma.strata.market.surface
-
The meta-bean for ConstantSurface.
- consumer(CheckedConsumer<T>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the Consumer interface.
- contains(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if the currency pair contains the supplied currency as either its base or counter.
- contains(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Checks if this multi-amount contains an amount for the specified currency.
- contains(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Checks if this period contains the specified date.
- contains(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Checks if this array contains the specified value.
- contains(int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Checks if this array contains the specified value.
- contains(String) - Method in class com.opengamma.strata.collect.io.IniFile
-
Checks if this INI file contains the specified section.
- contains(String) - Method in class com.opengamma.strata.collect.io.PropertySet
-
Checks if this property set contains the specified key.
- containsCurve(CurveName) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Checks if this info contains the specified curve.
- containsDate(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Checks if this time-series contains a value for the specified date.
- containsHeader(String) - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Checks if the header is known.
- containsHeader(Pattern) - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Checks if the header pattern is known.
- containsValue(ReferenceDataId<?>) - Method in class com.opengamma.strata.basics.ImmutableReferenceData
-
- containsValue(ReferenceDataId<?>) - Method in interface com.opengamma.strata.basics.ReferenceData
-
Checks if this reference data contains a value for the specified identifier.
- containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
- containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
- containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.data.ImmutableMarketData
-
- containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.data.MarketData
-
Checks if this market data contains a value for the specified identifier.
- containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
- containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Checks if this market data contains a value for the specified identifier.
- contractCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
-
The meta-property for the contractCode property.
- contractCode(EtdContractCode) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
-
Sets the code of the contract specification as given by the exchange in clearing and margining.
- contractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
The meta-property for the contractSize property.
- contractSpecId(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
-
Sets the ID of the contract specification from which this security is derived.
- contractSpecId() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
-
The meta-property for the contractSpecId property.
- contractSpecId(EtdType, ExchangeId, EtdContractCode) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
-
Creates an identifier for a contract specification.
- contractSpecId(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
-
Sets the ID of the contract specification from which this security is derived.
- contractSpecId() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
-
The meta-property for the contractSpecId property.
- convention(BusinessDayConvention) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
Sets the convention used to the adjust the date if it does not fall on a business day.
- convention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
-
The meta-property for the convention property.
- convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
Sets the swap convention that the volatilities are to be used for.
- convention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
-
The meta-property for the convention property.
- convention() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
-
The meta-property for the convention property.
- convention(IborFixingDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
Sets the underlying Ibor fixing deposit convention.
- convention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
The meta-property for the convention property.
- convention(TermDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
Sets the underlying term deposit convention.
- convention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
The meta-property for the convention property.
- convention(FraConvention) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
Sets the underlying FRA convention.
- convention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
The meta-property for the convention property.
- convention(FxSwapConvention) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
Sets the underlying FX Swap convention.
- convention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(FixedInflationSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(FixedOvernightSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(IborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(OvernightIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(ThreeLegBasisSwapConvention) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
The meta-property for the convention property.
- convention(XCcyIborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
Sets the market convention of the swap.
- convention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
The meta-property for the convention property.
- conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the conversion factor for each bond in the basket.
- conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the conversionFactors property in the builder
from an array of objects.
- conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the conversionFactors property.
- conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the conversion factor for each bond in the basket.
- conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the conversionFactors property in the builder
from an array of objects.
- conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the conversionFactors property.
- conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the conversion factor for each bond in the basket.
- conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the conversionFactors property in the builder
from an array of objects.
- conversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the conversionFactors property.
- convert(CurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Converts a CurrencyAmount into an amount in the specified
currency using the rates in this matrix.
- convert(MultiCurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Converts a MultipleCurrencyAmount into an amount in the
specified currency using the rates in this matrix.
- convert(double, Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
-
Converts an amount in a currency to an amount in a different currency using this rate.
- convert(DoubleArray, Currency, Currency) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
Converts an amount in a currency to an amount in a different currency using this rate.
- convert(double, Currency, Currency, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
-
Converts an amount in a currency to an amount in a different currency using a rate from this provider.
- convertBusinessDayConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML business day convention string to a BusinessDayConvention.
- convertDate(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML date to a LocalDate.
- convertDayCount(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML day count string to a DayCount.
- convertedTo(Currency, double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Converts this amount to an equivalent amount the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Converts this amount to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
- convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.basics.currency.FxConvertible
-
Converts this instance to an equivalent amount in the specified currency.
- convertedTo(Currency, BigDecimal) - Method in class com.opengamma.strata.basics.currency.Money
-
Converts this amount to an equivalent amount the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.Money
-
Converts this amount to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Converts this amount to an equivalent amount the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.Payment
-
Converts this payment to an equivalent payment in the specified currency.
- convertedTo(Currency, ScenarioFxRateProvider) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
- convertedTo(Currency, ScenarioFxRateProvider) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
- convertedTo(Currency, ScenarioFxRateProvider) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxConvertible
-
Converts this instance to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlow
-
Converts this cash flow to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlows
-
Converts this collection of cash flows to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.LegAmounts
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Converts the sensitivities in this instance to an equivalent in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Converts this sensitivity to an equivalent in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Converts the sensitivities in this instance to an equivalent in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Converts this sensitivity to an equivalent in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
- convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Converts this instance to an equivalent amount in the specified currency.
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
- convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
- convertFrequency(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML frequency string to a Frequency.
- convertHolidayCalendar(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML business center string to a HolidayCalendar.
- convertIndexTenor(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML tenor string to a Tenor.
- convertRollConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML roll convention string to a RollConvention.
- CONVEXITY_ADJUSTED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The convexity adjusted rate.
- convexityAdjustment(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Calculates the convexity adjustment (to the price) of the Ibor future product.
- convexityFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the convexity from the conventional real yield using finite difference approximation.
- convexityFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Computes the covexity from the standard yield.
- convexityFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the convexity of the fixed coupon bond product from yield.
- COP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'COP' - Colombian Peso.
- copyInto(double[], int) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Copies this array into the specified array.
- copyInto(int[], int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Copies this array into the specified array.
- copyOf(Collection<Double>) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance from a collection of Double.
- copyOf(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance from an array of double.
- copyOf(double[], int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance by copying part of an array.
- copyOf(double[], int, int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance by copying part of an array.
- copyOf(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance from a double[][].
- copyOf(Collection<Integer>) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance from a collection of Integer.
- copyOf(int[]) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance from an array of int.
- copyOf(int[], int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance by copying part of an array.
- copyOf(int[], int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance by copying part of an array.
- copyOf(byte[]) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Creates an instance, copying the array.
- copyOf(byte[], int) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Obtains an instance by copying part of an array.
- copyOf(byte[], int, int) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Obtains an instance by copying part of an array.
- copyTo(OutputStream) - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
- count() - Method in class com.opengamma.strata.collect.MapStream
-
- counterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
The meta-property for the counterCurrencyAmount property.
- counterCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
-
The meta-property for the counterCurrencyDiscountFactors property.
- counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
-
The meta-property for the counterCurrencyPayment property.
- counterparty() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the counterparty property.
- counterparty(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Sets the counterparty identifier, optional.
- countFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
-
Counts how many of the results are failures.
- countFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
-
Counts how many of the results are failures.
- Country - Class in com.opengamma.strata.basics.location
-
A country or territory.
- couponEquivalent(ResolvedSwapLeg, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the coupon equivalent of a swap leg.
- create(MarketDataRequirements, MarketDataConfig, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
-
Builds a set of market data.
- createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in interface com.opengamma.strata.product.swap.RateCalculation
-
Creates accrual periods based on the specified schedule.
- createAdjustedDates(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Creates the list of adjusted dates in the schedule.
- createAggregateResult() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
-
Invoked to create the aggregate result when the individual calculations are complete.
- createAggregateResult() - Method in class com.opengamma.strata.calc.runner.ResultsListener
-
- createCap(LocalDate, LocalDate, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition
-
Creates a standard cap from start date, end date and strike.
- createFullInitialValues() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Create initial values for all the curve parameters.
- createFullTransform(ParameterLimitsTransform[]) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Creates the transformation definition for all the curve parameters.
- createFuture(YearMonth, EtdVariant) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Creates a future security based on this contract specification.
- createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
- createMetadata(RawOptionData) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition
-
Creates surface metadata.
- createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
- createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
- createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
- createMultiScenario(MarketDataRequirements, MarketDataConfig, MarketData, ReferenceData, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
-
Builds the market data required for performing calculations for a set of scenarios.
- createMultiScenario(MarketDataRequirements, MarketDataConfig, ScenarioMarketData, ReferenceData, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
-
Builds the market data required for performing calculations for a set of scenarios.
- createOption(YearMonth, EtdVariant, int, PutCall, double) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Creates an option security based on this contract specification.
- createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- createParameterSensitivity(DoubleArray) - Method in interface com.opengamma.strata.market.curve.Curve
-
Creates a parameter sensitivity instance for this curve when the sensitivity values are known.
- createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.market.curve.Curve
-
Creates a parameter sensitivity instance for this curve when the sensitivity values are known.
- createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
- createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- createParameterSensitivity(DoubleArray) - Method in interface com.opengamma.strata.market.surface.Surface
-
Creates a parameter sensitivity instance for this surface when the sensitivity values are known.
- createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.market.surface.Surface
-
Creates a parameter sensitivity instance for this surface when the sensitivity values are known.
- createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Creates the parameter sensitivity when the sensitivity values are known.
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
- createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Creates the parameter sensitivity when the sensitivity values are known.
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
- createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Creates the parameter sensitivity when the sensitivity values are known.
- createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Creates the parameter sensitivity when the sensitivity values are known.
- createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
-
Creates the parameter sensitivity when the sensitivity values are known.
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
- createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
-
Creates the associated product, which simply returns this.
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
- createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
- createProduct(ReferenceData) - Method in interface com.opengamma.strata.product.Security
-
Creates the product associated with this security.
- createRateComputation(LocalDate) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Creates a rate observation where the start index value is known.
- createSabrParameterCurve(List<CurveMetadata>, DoubleArray) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Creates the parameter curves with parameter node values.
- createSabrParameterMetadata() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Creates curve metadata for SABR parameters.
- createSabrParameterMetadata() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Creates curve metadata for SABR parameters.
- createScenarioValue(MarketDataBox<T>, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId
-
Creates an instance of the scenario market data object from a box containing data of the same underlying
type.
- createScenarioValue(MarketDataBox<Double>, int) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
-
- createSchedule(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Creates the schedule from the definition.
- createSchedule(Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Creates the payment schedule based on the accrual schedule.
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
- createTrade(StandardId, LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS trade based on the trade date and the IMM date logic.
- createTrade(StandardId, LocalDate, LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS trade based on the trade date, start date and the IMM date logic.
- createTrade(StandardId, LocalDate, LocalDate, LocalDate, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS trade from trade date, start date and end date.
- createTrade(StandardId, LocalDate, Tenor, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS trade with upfront fee based on the trade date and the IMM date logic.
- createTrade(StandardId, LocalDate, LocalDate, Tenor, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS trade with upfront fee based on the trade date, start date and the IMM date logic.
- createTrade(StandardId, LocalDate, LocalDate, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS trade with upfront fee from trade date, start date and end date.
- createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate
-
Creates a trade based on this template.
- createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate
-
Creates a trade based on this template.
- createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
-
- createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
-
- createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
-
- createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
-
- createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Creates a trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
- createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Creates a trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Creates a trade based on this template.
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
-
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
- createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Creates a trade based on this convention, using the index tenor to define the end of the FRA.
- createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Creates a trade based on this convention, specifying the end of the FRA.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
- createTrade(LocalDate, Period, Period, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Creates a trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Creates a trade based on this template.
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
-
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
- createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
- createTrade(LocalDate, SecurityId, Period, int, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Creates a trade based on this convention.
- createTrade(LocalDate, SecurityId, YearMonth, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Creates a trade based on this convention.
- createTrade(LocalDate, SecurityId, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, SecurityId, Period, int, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- createTrade(LocalDate, SecurityId, YearMonth, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- createTrade(TradeInfo, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security
-
Creates a trade based on this security.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Creates a trade based on this template.
- createTrade(LocalDate, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Creates a spot-starting trade based on this convention.
- createTrade(LocalDate, Period, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Creates a forward-starting trade based on this convention.
- createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Creates a trade based on this template.
- createUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Creates the list of unadjusted dates in the schedule.
- createUnadjustedDates(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Creates the list of unadjusted dates in the schedule.
- createZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Obtains the underlying ZeroRateSensitivity.
- createZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Obtains the underlying ZeroRateSensitivity.
- CreditCouponPaymentPeriod - Class in com.opengamma.strata.product.credit
-
A period over which a fixed coupon is paid.
- CreditCouponPaymentPeriod.Builder - Class in com.opengamma.strata.product.credit
-
The bean-builder for CreditCouponPaymentPeriod.
- CreditCouponPaymentPeriod.Meta - Class in com.opengamma.strata.product.credit
-
The meta-bean for CreditCouponPaymentPeriod.
- creditCurves(Map<Pair<StandardId, Currency>, LegalEntitySurvivalProbabilities>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
-
Sets the credit curves.
- creditCurves() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
-
The meta-property for the creditCurves property.
- CreditCurveZeroRateSensitivity - Class in com.opengamma.strata.pricer.credit
-
Point sensitivity to the zero hazard rate curve.
- CreditCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.pricer.credit
-
The meta-bean for CreditCurveZeroRateSensitivity.
- CreditDiscountFactors - Interface in com.opengamma.strata.pricer.credit
-
Provides access to discount factors for a single currency.
- CreditMeasures - Class in com.opengamma.strata.measure.credit
-
The standard set of credit measures that can be calculated by Strata.
- CreditRatesMarketData - Interface in com.opengamma.strata.measure.credit
-
Market data for credit products.
- CreditRatesMarketDataLookup - Interface in com.opengamma.strata.measure.credit
-
The lookup that provides access to credit rates in market data.
- creditRatesProvider() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData
-
Gets the credit rates provider.
- creditRatesProvider(MarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
-
Obtains credit rates provider based on the specified market data.
- CreditRatesProvider - Interface in com.opengamma.strata.pricer.credit
-
The rates provider, used to calculate analytic measures.
- CreditRatesScenarioMarketData - Interface in com.opengamma.strata.measure.credit
-
Market data for products based on credit, discount and recovery rate curves, used for calculation across multiple scenarios.
- cross(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Finds the currency pair that is a cross between this pair and the other pair.
- CrossGammaParameterSensitivities - Class in com.opengamma.strata.market.param
-
The second order parameter sensitivity for parameterized market data.
- CrossGammaParameterSensitivities.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for CrossGammaParameterSensitivities.
- CrossGammaParameterSensitivity - Class in com.opengamma.strata.market.param
-
The second order parameter sensitivity for parameterized market data.
- CrossGammaParameterSensitivity.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for CrossGammaParameterSensitivity.
- crossRate(FxRate) - Method in class com.opengamma.strata.basics.currency.FxRate
-
Derives an FX rate from two related FX rates.
- crossRates(FxRateScenarioArray) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
Derives a set of FX rates from these rates and another set of rates.
- CS01_BUCKETED - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the PV change under a series of 1 bps shifts in credit spread at each curve node.
- CS01_PARALLEL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the PV change under a 1 bps shift in credit spread.
- CsvFile - Class in com.opengamma.strata.collect.io
-
A CSV file.
- CsvInfoResolver - Interface in com.opengamma.strata.loader.csv
-
Resolves security information from CSV files, enriching the parser.
- CsvIterator - Class in com.opengamma.strata.collect.io
-
Iterator over the rows of a CSV file.
- CsvOutput - Class in com.opengamma.strata.collect.io
-
Outputs a CSV formatted file.
- CsvOutput(Appendable) - Constructor for class com.opengamma.strata.collect.io.CsvOutput
-
Creates an instance, using the system default line separator and using a comma separator.
- CsvOutput(Appendable, String) - Constructor for class com.opengamma.strata.collect.io.CsvOutput
-
Creates an instance, allowing the new line character to be controlled and using a comma separator.
- CsvOutput(Appendable, String, String) - Constructor for class com.opengamma.strata.collect.io.CsvOutput
-
Creates an instance, allowing the new line character to be controlled, specifying the separator.
- CsvRow - Class in com.opengamma.strata.collect.io
-
A row in a CSV file.
- currencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
The meta-property for the currencies property.
- Currency - Class in com.opengamma.strata.basics.currency
-
A unit of currency.
- currency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the currency of the index.
- currency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the currency of the index.
- currency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
Sets the currency of the index.
- currency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
Sets the currency of the leg.
- currency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the currency that the future is traded in.
- currency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the currency that the future is traded in.
- currency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
Sets the currency that the bond is traded in.
- currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
Sets the primary currency of the payment period.
- currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
Sets the currency that the bond is traded in.
- currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the currency that the bond is traded in.
- currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the primary currency of the payment period.
- currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets the currency that the bond is traded in.
- currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the currency of the leg associated with the notional.
- currency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the primary currency of the payment period.
- currency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the currency of the leg associated with the notional.
- currency() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the primary currency of the payment period.
- currency() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the currency of the CDS.
- currency() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the currency of the CDS index.
- currency() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
Sets the primary currency of the payment period.
- currency() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the currency of the CDS.
- currency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the primary currency, defaulted to the currency of the index.
- currency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the primary currency, optional with defaulting getter.
- currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the primary currency, defaulted to the currency of the index.
- currency() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the primary currency.
- currency() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the primary currency, optional with defaulting getter.
- currency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
Sets the currency that the future is traded in, defaulted from the index if not set.
- currency() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the currency that the option is traded in.
- currency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
Sets the currency that the future is traded in.
- currency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
Sets the currency of the swap leg.
- currency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the currency of the swap leg associated with the notional.
- currency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the currency property.
- currency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the primary currency of the payment period.
- currency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the leg currency.
- currency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the leg currency, optional with defaulting getter.
- currency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the currency property.
- currency(Currency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the leg currency, optional with defaulting getter.
- currency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the currency property.
- CURRENCY_AMOUNT - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
-
The formatter to be used for CurrencyAmount.
- CURRENCY_EXPOSURE - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the currency exposure of the calculation target.
- CURRENCY_PARAMETER_SENSITIVITY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
-
The formatter to be used for CurrencyParameterSensitivity.
- CurrencyAmount - Class in com.opengamma.strata.basics.currency
-
An amount of a currency.
- CurrencyAmountArray - Class in com.opengamma.strata.basics.currency
-
An array of currency amounts with the same currency.
- CurrencyAmountArray.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for CurrencyAmountArray.
- CurrencyAmountTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a currency amount.
- CurrencyAmountTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
-
- currencyConvertible() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
-
The meta-property for the currencyConvertible property.
- currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates currency exposure across one or more scenarios.
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates currency exposure for a single set of market data.
- currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Calculates the currency exposure of the bond future option trade.
- currencyExposure(ResolvedBondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Calculates the currency exposure of the bond future option trade from the current option price.
- currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the currency exposure of the bond future trade.
- currencyExposure(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the currency exposure of the bond product.
- currencyExposure(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the currency exposure of the bond trade.
- currencyExposure(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
- currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the currency exposure of the fixed coupon bond trade.
- currencyExposure(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the currency exposure of the Ibor cap/floor product.
- currencyExposure(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Calculates the currency exposure of the Ibor cap/floor trade.
- currencyExposure(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer
-
Calculates the currency exposure of the product.
- currencyExposure(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer
-
Calculates the currency exposure of the trade.
- currencyExposure(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the currency exposure of the product.
- currencyExposure(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the currency exposure of the trade.
- currencyExposure(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Calculates the currency exposure.
- currencyExposure(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Calculates the currency exposure.
- currencyExposure(ResolvedDsfTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
-
Calculates the currency exposure of the deliverable swap futures trade.
- currencyExposure(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the currency exposure of the FRA trade.
- currencyExposure(FxForwardSensitivity) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
- currencyExposure(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the currency exposure by discounting each payment in its own currency.
- currencyExposure(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
-
Calculates the currency exposure by discounting each payment in its own currency.
- currencyExposure(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Calculates the currency exposure by discounting each payment in its own currency.
- currencyExposure(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Calculates the currency exposure by discounting each payment in its own currency.
- currencyExposure(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the currency exposure of the FX swap product.
- currencyExposure(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
-
Calculates the currency exposure by discounting each payment in its own currency.
- currencyExposure(FxIndexSensitivity) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
- currencyExposure(FxForwardSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
-
Calculates the currency exposure from the point sensitivity.
- currencyExposure(FxIndexSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
-
Calculates the currency exposure from the point sensitivity.
- currencyExposure(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the currency exposure of the FX barrier option product.
- currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
-
Calculates the currency exposure of the FX barrier option trade.
- currencyExposure(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the currency exposure of the foreign exchange vanilla option product.
- currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
-
Calculates the currency exposure of the FX vanilla option trade.
- currencyExposure(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Calculates the currency exposure of the FX barrier option product.
- currencyExposure(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Calculates the currency exposure of the FX barrier option product.
- currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
-
Calculates the currency exposure of the FX barrier option trade.
- currencyExposure(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
-
Calculates the currency exposure of the foreign exchange vanilla option product.
- currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
-
Calculates the currency exposure of the FX vanilla option trade.
- currencyExposure(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the currency exposure of the Ibor future trade.
- currencyExposure(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
-
Calculates the currency exposure of the bullet payment trade.
- currencyExposure(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Computes the currency exposure.
- currencyExposure(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the currency exposure of the swap leg.
- currencyExposure(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the currency exposure of the swap product.
- currencyExposure(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the currency exposure of the swap trade.
- currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
-
Calculates the currency exposure of a single payment event.
- currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Calculates the currency exposure of a single payment period.
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
-
Computes the currency exposure of the swaption trade.
- currencyExposure(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
-
Calculates the currency exposure of the swaption product.
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
-
Computes the currency exposure of the swaption trade.
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
-
Computes the currency exposure of the swaption trade.
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Computes the currency exposure of the swaption trade.
- currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Computes the currency exposure of the swaption.
- currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Computes the currency exposure of the swaption.
- currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Computes the currency exposure of the swaption.
- currencyExposure(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
-
Computes the currency exposure of the swaption trade.
- currencyExposureFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the currency exposure of the bond trade.
- currencyExposureFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the currency exposure of the bond trade with z-spread.
- currencyExposureWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the currency exposure of the bond future trade with z-spread.
- currencyExposureWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the currency exposure of the bond product with z-spread.
- currencyExposureWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the currency exposure of the bond trade with z-spread.
- currencyExposureWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
- currencyExposureWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the currency exposure of the fixed coupon bond trade with z-spread.
- CurrencyPair - Class in com.opengamma.strata.basics.currency
-
An ordered pair of currencies, such as 'EUR/USD'.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the currency pair.
- currencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the currencyPair property.
- currencyPair() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
-
The meta-property for the currencyPair property.
- currencyPair() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
-
The meta-property for the currencyPair property.
- currencyPair() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
-
The meta-property for the currencyPair property.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
-
Sets the currency pair that the volatilities are for.
- currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
-
The meta-property for the currencyPair property.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
-
Sets the currency pair that the volatilities are for.
- currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
-
The meta-property for the currencyPair property.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
-
Sets the currency pair that the volatilities are for.
- currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
-
The meta-property for the currencyPair property.
- currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
-
The meta-property for the currencyPair property.
- currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
-
The meta-property for the currencyPair property.
- currencyPair(CurrencyPair) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
Sets the currency pair associated with the convention.
- currencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
The meta-property for the currencyPair property.
- CurrencyParameterSensitivities - Class in com.opengamma.strata.market.param
-
Currency-based parameter sensitivity for parameterized market data, such as curves.
- CurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for CurrencyParameterSensitivities.
- CurrencyParameterSensitivitiesTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against currency parameter sensitivities.
- CurrencyParameterSensitivitiesTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator
-
- CurrencyParameterSensitivity - Class in com.opengamma.strata.market.param
-
Currency-based parameter sensitivity for parameterized market data, such as a curve.
- CurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for CurrencyParameterSensitivity.
- CurrencyParameterSensitivityTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Token evaluator for currency parameter sensitivity.
- CurrencyParameterSensitivityTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator
-
- CurrencyScenarioArray - Class in com.opengamma.strata.data.scenario
-
A currency-convertible scenario array for a single currency, holding one amount for each scenario.
- CurrencyScenarioArray.Meta - Class in com.opengamma.strata.data.scenario
-
The meta-bean for CurrencyScenarioArray.
- CURRENT_CASH - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the current cash of the calculation target.
- currentCash(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates current cash across one or more scenarios.
- currentCash(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates current cash for a single set of market data.
- currentCash(ResolvedCapitalIndexedBond, RatesProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the current cash of the bond product.
- currentCash(ResolvedCapitalIndexedBondTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the current of the bond trade.
- currentCash(ResolvedFixedCouponBondTrade, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the current of the fixed coupon bond trade.
- currentCash(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the current cash of the Ibor cap/floor leg.
- currentCash(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the current cash of the Ibor cap/floor product.
- currentCash(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Calculates the current cash of the Ibor cap/floor trade.
- currentCash(ResolvedCmsLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer
-
Calculates the current cash of the leg.
- currentCash(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer
-
Calculates the current cash of the product.
- currentCash(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer
-
Calculates the current cash of the trade.
- currentCash(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Calculates the current cash of the leg.
- currentCash(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the current cash of the product.
- currentCash(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the current cash of the trade.
- currentCash(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Calculates the current cash.
- currentCash(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Calculates the current cash.
- currentCash(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the current cash of the FRA trade.
- currentCash(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the current cash of the NDF product.
- currentCash(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
-
Calculates the current cash of the trade.
- currentCash(ResolvedFxSingle, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Calculates the current cash.
- currentCash(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Calculates the current cash of the trade.
- currentCash(ResolvedFxSwap, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the current cash of the FX swap product.
- currentCash(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
-
Calculates the current cash of the trade.
- currentCash(ResolvedFxSingleBarrierOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
-
Calculates the current of the FX barrier option trade.
- currentCash(ResolvedFxVanillaOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
-
Calculates the current of the FX vanilla option trade.
- currentCash(ResolvedFxSingleBarrierOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
-
Calculates the current of the FX barrier option trade.
- currentCash(ResolvedFxVanillaOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
-
Calculates the current of the FX vanilla option trade.
- currentCash(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
-
Calculates the current cash of the bullet payment trade.
- currentCash(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the current cash of the swap leg.
- currentCash(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the current cash of the swap product.
- currentCash(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the current cash of the swap trade.
- currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
-
Calculates the current cash of a single payment event.
- currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Calculates the current cash of a single payment period.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
-
Calculates the current cash of the swaption trade.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
-
Calculates the current cash of the swaption trade.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
-
Calculates the current cash of the swaption trade.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Calculates the current cash of the swaption trade.
- currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
-
Calculates the current cash of the swaption trade.
- Curve - Interface in com.opengamma.strata.market.curve
-
A curve that maps a double x-value to a double y-value.
- curve(LocalDate, CurveMetadata, DoubleArray) - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Creates the curve from an array of parameter values.
- curve(LocalDate, CurveMetadata, DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- curve(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Creates the ISDA compliant curve.
- curve(LocalDate, CurveMetadata, DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
- curve(LocalDate, CurveMetadata, DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
- curve() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
-
The meta-property for the curve property.
- curve(Curve) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
-
Sets the Black volatility curve.
- curve() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
-
The meta-property for the curve property.
- curve() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
-
The meta-property for the curve property.
- curve() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
-
The meta-property for the curve property.
- curve() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
-
The meta-property for the curve property.
- curve() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
-
The meta-property for the curve property.
- curve() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
-
The meta-property for the curve property.
- CurveCalibrator - Class in com.opengamma.strata.pricer.curve
-
Curve calibrator.
- curveCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
-
The meta-property for the curveCurrency property.
- curveCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
-
The meta-property for the curveCurrency property.
- curveCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
-
The meta-property for the curveCurrency property.
- CurveDefinition - Interface in com.opengamma.strata.market.curve
-
Provides the definition of how to calibrate a curve.
- curveDefinitions() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
The meta-property for the curveDefinitions property.
- CurveExtrapolator - Interface in com.opengamma.strata.market.curve.interpolator
-
Interface for extrapolators which extrapolate beyond the ends of a curve.
- CurveExtrapolators - Class in com.opengamma.strata.market.curve.interpolator
-
The standard set of curve extrapolators.
- CurveGammaCalculator - Class in com.opengamma.strata.pricer.sensitivity
-
Computes the gamma-related values for the rates curve parameters.
- CurveGroup - Class in com.opengamma.strata.market.curve
-
A group of curves.
- CurveGroup.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for CurveGroup.
- CurveGroup.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveGroup.
- CurveGroupDefinition - Class in com.opengamma.strata.market.curve
-
Provides the definition of how to calibrate a group of curves.
- CurveGroupDefinition.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveGroupDefinition.
- CurveGroupDefinitionBuilder - Class in com.opengamma.strata.market.curve
-
A mutable builder for creating instances of CurveGroupDefinition.
- CurveGroupDefinitionCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of curve group definitions into memory by reading from CSV resources.
- CurveGroupEntry - Class in com.opengamma.strata.market.curve
-
A single entry in the curve group definition.
- CurveGroupEntry.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for CurveGroupEntry.
- CurveGroupEntry.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveGroupEntry.
- CurveGroupId - Class in com.opengamma.strata.market.curve
-
An identifier used to access a curve group by name.
- CurveGroupId.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveGroupId.
- CurveGroupMarketDataFunction - Class in com.opengamma.strata.measure.curve
-
Market data function that builds a curve group.
- CurveGroupMarketDataFunction() - Constructor for class com.opengamma.strata.measure.curve.CurveGroupMarketDataFunction
-
Creates a new function for building curve groups using the standard measures.
- CurveGroupMarketDataFunction(CalibrationMeasures) - Constructor for class com.opengamma.strata.measure.curve.CurveGroupMarketDataFunction
-
Creates a new function for building curve groups.
- curveGroupName() - Method in class com.opengamma.strata.market.curve.CurveGroupId.Meta
-
The meta-property for the curveGroupName property.
- CurveGroupName - Class in com.opengamma.strata.market.curve
-
The name of a curve group.
- curveGroupName() - Method in class com.opengamma.strata.market.curve.CurveId.Meta
-
The meta-property for the curveGroupName property.
- curveGroupName() - Method in class com.opengamma.strata.market.curve.CurveInputsId.Meta
-
The meta-property for the curveGroupName property.
- CurveId - Class in com.opengamma.strata.market.curve
-
An identifier used to access a curve by name.
- CurveId.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveId.
- CurveInfoType<T> - Class in com.opengamma.strata.market.curve
-
The type that provides meaning to additional curve information.
- CurveInputs - Class in com.opengamma.strata.market.curve
-
The input data used when calibrating a curve.
- CurveInputs.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for CurveInputs.
- CurveInputs.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveInputs.
- CurveInputsId - Class in com.opengamma.strata.market.curve
-
An identifier used to access the inputs to curve calibration.
- CurveInputsId.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveInputsId.
- CurveInputsMarketDataFunction - Class in com.opengamma.strata.measure.curve
-
Market data function that builds the input data used when calibrating a curve.
- CurveInputsMarketDataFunction() - Constructor for class com.opengamma.strata.measure.curve.CurveInputsMarketDataFunction
-
- CurveInterpolator - Interface in com.opengamma.strata.market.curve.interpolator
-
Interface for interpolators that interpolate between points on a curve.
- CurveInterpolators - Class in com.opengamma.strata.market.curve.interpolator
-
The standard set of curve interpolators.
- CurveMarketDataFunction - Class in com.opengamma.strata.measure.curve
-
Market data function that locates a curve by name.
- CurveMarketDataFunction() - Constructor for class com.opengamma.strata.measure.curve.CurveMarketDataFunction
-
- curveMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
Sets the metadata for the curve.
- curveMetadata() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
The meta-property for the curveMetadata property.
- CurveMetadata - Interface in com.opengamma.strata.market.curve
-
Metadata about a curve and curve parameters.
- curveName(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
Sets the curve name.
- curveName() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
The meta-property for the curveName property.
- curveName() - Method in class com.opengamma.strata.market.curve.CurveId.Meta
-
The meta-property for the curveName property.
- curveName() - Method in class com.opengamma.strata.market.curve.CurveInputsId.Meta
-
The meta-property for the curveName property.
- CurveName - Class in com.opengamma.strata.market.curve
-
The name of a curve.
- curveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
The meta-property for the curveName property.
- curveName(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the curve name.
- curveName(CurveName) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the curve name.
- CurveNode - Interface in com.opengamma.strata.market.curve
-
A node in the configuration specifying how to calibrate a curve.
- CurveNodeClashAction - Enum in com.opengamma.strata.market.curve
-
The action to perform when the dates of two curve nodes clash.
- CurveNodeDate - Class in com.opengamma.strata.market.curve
-
The date of the curve node.
- CurveNodeDate.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveNodeDate.
- CurveNodeDateOrder - Class in com.opengamma.strata.market.curve
-
The date order rules to apply to a pair of curve nodes.
- CurveNodeDateOrder.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveNodeDateOrder.
- CurveNodeDateType - Enum in com.opengamma.strata.market.curve
-
The types of curve node date.
- curveNodes() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
-
The meta-property for the curveNodes property.
- CurveParallelShifts - Class in com.opengamma.strata.market.curve
-
Perturbation which applies a parallel shift to a curve.
- CurveParallelShifts.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveParallelShifts.
- CurveParameterSize - Class in com.opengamma.strata.market.curve
-
The curve name and number of parameters.
- CurveParameterSize.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for CurveParameterSize.
- CurvePointShifts - Class in com.opengamma.strata.market.curve
-
- CurvePointShifts.Meta - Class in com.opengamma.strata.market.curve
-
Deprecated.
The meta-bean for CurvePointShifts.
- CurvePointShiftsBuilder - Class in com.opengamma.strata.market.curve
-
- Curves - Class in com.opengamma.strata.market.curve
-
Helper for creating common types of curves.
- CurveSensitivityUtils - Class in com.opengamma.strata.pricer.sensitivity
-
Utilities to transform sensitivities.
- CurveSensitivityUtils() - Constructor for class com.opengamma.strata.pricer.sensitivity.CurveSensitivityUtils
-
- curveValuationDate() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
-
The meta-property for the curveValuationDate property.
- CZ - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'CZ' - Czech Republic.
- CZK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'CZK' - Czeck Krona.
- CZK_PRIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month PRIBOR index.
- CZK_PRIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month PRIBOR index.
- CZK_PRIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week PRIBOR index.
- CZK_PRIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month PRIBOR index.
- CZK_PRIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 week PRIBOR index.
- CZK_PRIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month PRIBOR index.
- CZK_PRIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month PRIBOR index.
- CZK_PRIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 9 month PRIBOR index.
- CZPR - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Prague, Czech Republic, with code 'CZPR'.
- Failure - Class in com.opengamma.strata.collect.result
-
Description of a failed result.
- failure(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result specifying the failure reason.
- failure(Exception) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result caused by an exception.
- failure(Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result caused by an exception.
- failure(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result caused by an exception with a specified reason.
- failure(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result caused by an exception with a specified reason and message.
- failure(Result<?>) - Static method in class com.opengamma.strata.collect.result.Result
-
Returns a failed result from another failed result.
- failure(Result<?>, Result<?>, Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result combining multiple failed results.
- failure(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result combining multiple failed results.
- failure(Failure) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a failed result containing a failure.
- failure() - Method in class com.opengamma.strata.collect.result.Result.Meta
-
The meta-property for the failure property.
- failure(String, Object...) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Creates a result for an unsuccessful evaluation of an expression.
- Failure.Meta - Class in com.opengamma.strata.collect.result
-
The meta-bean for Failure.
- FailureException - Exception in com.opengamma.strata.collect.result
-
An exception thrown when a failure
Result is encountered and the failure can't be handled.
- FailureException(Failure) - Constructor for exception com.opengamma.strata.collect.result.FailureException
-
Returns an exception wrapping a failure that couldn't be handled.
- FailureItem - Class in com.opengamma.strata.collect.result
-
Details of a single failed item.
- FailureItem.Meta - Class in com.opengamma.strata.collect.result
-
The meta-bean for FailureItem.
- FailureItems - Class in com.opengamma.strata.collect.result
-
A list of failure items.
- FailureItems.Meta - Class in com.opengamma.strata.collect.result
-
The meta-bean for FailureItems.
- FailureItemsBuilder - Class in com.opengamma.strata.collect.result
-
A builder for a list of failure items.
- FailureReason - Enum in com.opengamma.strata.collect.result
-
Represents the reason why failure occurred.
- failures() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
-
The meta-property for the failures property.
- failures() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
-
The meta-property for the failures property.
- farForwardPointsId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
Sets the identifier of the market data value which provides the FX forward points.
- farForwardPointsId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
The meta-property for the farForwardPointsId property.
- farLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
The meta-property for the farLeg property.
- farLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
-
The meta-property for the farLeg property.
- FastCreditCurveCalibrator - Class in com.opengamma.strata.pricer.credit
-
Fast credit curve calibrator.
- FastCreditCurveCalibrator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator
-
Constructs a credit curve builder with the accrual-on-default formula specified.
- FastCreditCurveCalibrator(AccrualOnDefaultFormula, ArbitrageHandling) - Constructor for class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator
-
Constructs a credit curve builder with accrual-on-default formula and arbitrage handing specified.
- FI - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'FI' - Finland.
- field(int) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets the specified field.
- fieldCount() - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets the number of fields.
- FieldName - Class in com.opengamma.strata.data
-
The name of a field in a market data record.
- fieldName() - Method in class com.opengamma.strata.market.observable.IndexQuoteId.Meta
-
The meta-property for the fieldName property.
- fieldName() - Method in class com.opengamma.strata.market.observable.QuoteId.Meta
-
The meta-property for the fieldName property.
- fields() - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets all fields in the row.
- FILE_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
-
The prefix for file resource locators.
- filled(int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance with all entries equal to the zero.
- filled(int, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance with all entries equal to the same value.
- filled(int, int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with all entries equal to the zero.
- filled(int, int, double) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with all entries equal to the same value.
- filled(int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance with all entries equal to the zero.
- filled(int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance with all entries equal to the same value.
- filter(MarketDataFilter<? extends T, ?>) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
-
Sets the filter that decides whether the perturbation should be applied to a piece of market data.
- filter() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
-
The meta-property for the filter property.
- filter(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.runner.CalculationParameter
-
Filters this parameter to the specified target and measure.
- filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Filters the parameters, matching only those that are applicable for the target and measure.
- filter(BiFunction<? super K, ? super V, Boolean>) - Method in class com.opengamma.strata.collect.MapStream
-
Filters the stream by applying the predicate function to each key and value.
- filter(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- filter(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Create a new time-series by filtering this one.
- filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
-
- filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
-
- filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
-
- filter(CalculationTarget, Measure) - Method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod
-
- filter(CalculationTarget, Measure) - Method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod
-
- filtered(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Returns a filtered version of this definition with no invalid nodes.
- filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Returns a filtered version of this definition with no invalid nodes.
- filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- filtered(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
- filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
- filterKeys(Predicate<? super K>) - Method in class com.opengamma.strata.collect.MapStream
-
Filters the stream by applying the predicate function to each key.
- filterValues(Predicate<? super V>) - Method in class com.opengamma.strata.collect.MapStream
-
Filters the stream by applying the predicate function to each value.
- finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the flag indicating whether to exchange the final notional.
- finalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the finalExchange property.
- finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the flag indicating whether to exchange the final notional.
- finalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the finalExchange property.
- finalStub(FixedRateStubCalculation) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
Sets the final stub, optional.
- finalStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
The meta-property for the finalStub property.
- finalStub(IborRateStubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the rate to be used in final stub, optional.
- finalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the finalStub property.
- find(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
-
Returns an item of configuration that is the default of its type.
- find(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Finds an instance by name.
- findAny() - Method in class com.opengamma.strata.collect.MapStream
-
- findAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Finds an attribute by name, or empty if not found.
- findAttribute(SecurityAttributeType<T>) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Finds the attribute associated with the specified type.
- findAttribute(PositionAttributeType<T>) - Method in class com.opengamma.strata.product.PositionInfo
-
Finds the attribute associated with the specified type.
- findAttribute(SecurityAttributeType<T>) - Method in class com.opengamma.strata.product.SecurityInfo
-
Finds the attribute associated with the specified type.
- findAttribute(TradeAttributeType<T>) - Method in class com.opengamma.strata.product.TradeInfo
-
Finds the attribute associated with the specified type.
- findChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Finds the child element with the specified name, or empty if not found,
throwing an exception if more than one.
- findCurve(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Finds the curve with the specified name.
- findCurve(CurveName) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Finds the curve with the specified name.
- findCurveDefinition(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Finds the definition for the curve with the specified name.
- findData(MarketDataName<T>) - Method in interface com.opengamma.strata.market.MarketDataView
-
Finds the market data with the specified name.
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
- findData(MarketDataName<T>) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
-
Finds the market data with the specified name.
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
-
- findData(MarketDataName<T>) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
-
Finds the market data with the specified name.
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- findData(MarketDataName<T>) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Finds the market data with the specified name.
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
- findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
- findDiscountCurve(Currency) - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Finds the discount curve for the currency if there is one in the group.
- findEntry(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Finds the entry for the curve with the specified name.
- findField(String) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single field value from the row by header.
- findField(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single field value from the row by header pattern.
- findFirst() - Method in class com.opengamma.strata.collect.MapStream
-
- findForwardCurve(Index) - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Finds the forward curve for the index if there is one in the group.
- findFunction(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions
-
Finds the function that handles the specified target.
- findIds(MarketDataName<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
- findIds(MarketDataName<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
- findIds(MarketDataName<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData
-
- findIds(MarketDataName<T>) - Method in interface com.opengamma.strata.data.MarketData
-
Finds the market data identifiers associated with the specified name.
- findIds(MarketDataName<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
- findIds(MarketDataName<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Finds the market data identifiers associated with the specified name.
- findIndex(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Attempts to locate a rate index by reference name.
- findInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Finds curve information of a specific type.
- findInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
- findInfo(SurfaceInfoType<T>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
- findInfo(SurfaceInfoType<T>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Finds surface information of a specific type.
- findIssuerCurve(LegalEntityGroup, Currency) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Finds the issuer curve for the legal entity group and currency if there is one in the group.
- findNotional(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Finds the notional on the specified date.
- findParameter(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Finds the parameter that matches the specified query type.
- findPaymentPeriod(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Finds the payment period applicable for the specified accrual date.
- findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Finds the period that contains the specified date.
- findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Finds the period that contains the specified date.
- findPeriod(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Finds the period that contains the specified date.
- findPeriod(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Finds the period that contains the specified date.
- findPeriodIndex(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Finds the period that contains the specified date.
- findRepoCurve(RepoGroup, Currency) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Finds the repo curve for the repo group and currency if there is one in the group.
- findSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Finds a single sensitivity instance by name and currency.
- findSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Finds a single sensitivity instance by name and currency.
- findSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Finds a single sensitivity instance by name.
- findValue(ReferenceDataId<T>) - Method in class com.opengamma.strata.basics.ImmutableReferenceData
-
- findValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.ReferenceData
-
Finds the reference data value associated with the specified identifier.
- findValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
- findValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
- findValue(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single value from the row by header pattern.
- findValue(String) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single value from the row by header.
- findValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData
-
- findValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.MarketData
-
Finds the market data value associated with the specified identifier.
- findValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
- findValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Finds the market data value associated with the specified identifier.
- FiniteDifferenceSpreadSensitivityCalculator - Class in com.opengamma.strata.pricer.credit
-
Finite difference spread sensitivity calculator.
- FiniteDifferenceSpreadSensitivityCalculator(AccrualOnDefaultFormula, double) - Constructor for class com.opengamma.strata.pricer.credit.FiniteDifferenceSpreadSensitivityCalculator
-
Constructor with accrual-on-default formula and bump amount specified.
- first() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
The meta-property for the first property.
- first() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
The meta-property for the first property.
- firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the first delivery date.
- firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the firstDeliveryDate property.
- firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the first delivery date.
- firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the firstDeliveryDate property.
- firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the first delivery date.
- firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the firstDeliveryDate property.
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantCurve
-
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.Curve
-
Computes the first derivative of the curve.
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
-
- firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator
-
Computes the first derivative of the y-value for the specified x-value.
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
- firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
- firstFixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the offset of the first fixing date from the first adjusted reset date, optional.
- firstFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the firstFixingDateOffset property.
- firstIndexValue(Double) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
Sets the initial value of the index, optional.
- firstIndexValue() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
The meta-property for the firstIndexValue property.
- firstNonEmpty(Supplier<Optional<? extends T>>...) - Static method in class com.opengamma.strata.collect.Guavate
-
Uses a number of suppliers to create a single optional result.
- firstNonEmpty(Optional<? extends T>...) - Static method in class com.opengamma.strata.collect.Guavate
-
Chooses the first optional that is not empty.
- firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the first notice date.
- firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the firstNoticeDate property.
- firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the first notice date.
- firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the firstNoticeDate property.
- firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the first notice date.
- firstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the firstNoticeDate property.
- firstRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the rate of the first reset period, which may be a stub, optional.
- firstRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the firstRate property.
- firstRegularRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the rate of the first regular reset period, optional.
- firstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the firstRegularRate property.
- firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional start date of the first regular schedule period, which is the end date of the initial stub.
- firstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the firstRegularStartDate property.
- firstStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
-
The meta-property for the firstStepDate property.
- FIXED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The fixed rate, as defined in the contract.
- FixedCouponBond - Class in com.opengamma.strata.product.bond
-
A fixed coupon bond.
- FixedCouponBond.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for FixedCouponBond.
- FixedCouponBond.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for FixedCouponBond.
- FixedCouponBondPaymentPeriod - Class in com.opengamma.strata.product.bond
-
A period over which a fixed coupon is paid.
- FixedCouponBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for FixedCouponBondPaymentPeriod.
- FixedCouponBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for FixedCouponBondPaymentPeriod.
- FixedCouponBondSecurity - Class in com.opengamma.strata.product.bond
-
A security representing a fixed coupon bond.
- FixedCouponBondSecurity.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for FixedCouponBondSecurity.
- FixedCouponBondSecurity.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for FixedCouponBondSecurity.
- FixedCouponBondTrade - Class in com.opengamma.strata.product.bond
-
A trade representing a fixed coupon bond.
- FixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond
-
The bean-builder for FixedCouponBondTrade.
- FixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond
-
The meta-bean for FixedCouponBondTrade.
- FixedCouponBondTradeCalculationFunction - Class in com.opengamma.strata.measure.bond
-
Perform calculations on a single FixedCouponBondTrade for each of a set of scenarios.
- FixedCouponBondTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
-
Creates an instance.
- FixedCouponBondTradeCalculations - Class in com.opengamma.strata.measure.bond
-
Calculates pricing and risk measures for forward rate agreement (fixed coupon bond) trades.
- FixedCouponBondTradeCalculations(DiscountingFixedCouponBondTradePricer) - Constructor for class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Creates an instance.
- FixedCouponBondYieldConvention - Enum in com.opengamma.strata.product.bond
-
A convention defining accrued interest calculation type for a bond security.
- fixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
-
The meta-property for the fixedCurve property.
- FixedIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Ibor swap trades.
- FixedIborSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard Fixed-Ibor swap conventions.
- FixedIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Fixed-Ibor interest rate swap.
- FixedIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for FixedIborSwapCurveNode.
- FixedIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for FixedIborSwapCurveNode.
- FixedIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Fixed-Ibor swap trades.
- FixedIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for FixedIborSwapTemplate.
- FixedIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for FixedIborSwapTemplate.
- FixedInflationSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Inflation swap trades.
- FixedInflationSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Fixed-Inflation swap conventions.
- FixedInflationSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Fixed-Inflation swap.
- FixedInflationSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for FixedInflationSwapCurveNode.
- FixedInflationSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for FixedInflationSwapCurveNode.
- FixedInflationSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
An template for creating inflation swap trades.
- FixedInflationSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for FixedInflationSwapTemplate.
- FixedInflationSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for FixedInflationSwapTemplate.
- fixedLeg(ResolvedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Checks that there is exactly one fixed leg and returns it.
- fixedLeg(ResolvedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Checks that there is exactly one fixed leg and returns it.
- fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
Sets the market convention of the fixed leg.
- fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
The meta-property for the fixedLeg property.
- fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
Sets the market convention of the fixed leg.
- fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
The meta-property for the fixedLeg property.
- fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
Sets the market convention of the fixed leg.
- fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
The meta-property for the fixedLeg property.
- FixedOvernightSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Overnight swap trades.
- FixedOvernightSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard Fixed-Overnight swap conventions.
- FixedOvernightSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Fixed-Overnight interest rate swap.
- FixedOvernightSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for FixedOvernightSwapCurveNode.
- FixedOvernightSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for FixedOvernightSwapCurveNode.
- FixedOvernightSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Fixed-Overnight swap trades.
- FixedOvernightSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for FixedOvernightSwapTemplate.
- FixedOvernightSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for FixedOvernightSwapTemplate.
- fixedRate(Double) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
-
Sets the fixed coupon rate.
- fixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
-
The meta-property for the fixedRate property.
- fixedRate(Double) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
-
Sets the fixed coupon rate.
- fixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the fixed coupon rate.
- fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the fixed coupon rate.
- fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets the fixed coupon rate.
- fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the fixed coupon rate.
- fixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the fixed coupon rate.
- fixedRate() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the fixed coupon rate.
- fixedRate() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
Sets the fixed coupon rate.
- fixedRate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the fixed interest rate to be paid.
- fixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
Sets the fixed rate of interest.
- fixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the fixed rate of interest.
- fixedRate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the fixedRate property.
- fixedRate(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the fixed rate of interest.
- fixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the fixedRate property.
- fixedRate(Double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
Sets the fixed rate for the fixing date, optional.
- fixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
The meta-property for the fixedRate property.
- fixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
-
The meta-property for the fixedRate property.
- fixedRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
-
Sets the fixed rate to use in the stub.
- fixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
-
The meta-property for the fixedRate property.
- FixedRateCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of a fixed rate swap leg.
- FixedRateCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for FixedRateCalculation.
- FixedRateCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for FixedRateCalculation.
- FixedRateComputation - Class in com.opengamma.strata.product.rate
-
Defines a known fixed rate of interest.
- FixedRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for FixedRateComputation.
- FixedRateStubCalculation - Class in com.opengamma.strata.product.swap
-
Defines the rate applicable in the initial or final stub of a fixed swap leg.
- FixedRateStubCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for FixedRateStubCalculation.
- FixedRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for the fixed leg of rate swap trades.
- FixedRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for FixedRateSwapLegConvention.
- FixedRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for FixedRateSwapLegConvention.
- FIXING_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The fixing date.
- fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the calendar that determines which dates are fixing dates.
- fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the fixingCalendar property.
- fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the calendar that determines which dates are fixing dates.
- fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the fixingCalendar property.
- fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the calendar that the index uses.
- fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the fixingCalendar property.
- fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
-
Sets the resolved calendar that the index uses.
- fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
-
The meta-property for the fixingCalendar property.
- fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
-
Sets the resolved calendar that the index uses.
- fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
-
The meta-property for the fixingCalendar property.
- fixingDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
The meta-property for the fixingDate property.
- fixingDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
The meta-property for the fixingDate property.
- fixingDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the date of the index fixing.
- fixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the fixingDate property.
- fixingDate() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
-
The meta-property for the fixingDate property.
- fixingDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the date of the index fixing.
- fixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the fixingDate property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the adjustment applied to the maturity date to obtain the fixing date.
- fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the adjustment applied to the effective date to obtain the fixing date.
- fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the offset of the fixing date from each adjusted reset date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the offset of the fixing date from the start date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the offset of the fixing date from the start date, optional with defaulting getter.
- fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the offset of the fixing date from the start date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the offset of the fixing date from the start date, optional with defaulting getter.
- fixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
Sets the offset of the FX reset fixing date from each adjusted accrual date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the offset of the fixing date from each adjusted reset date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the offset of the fixing date from each adjusted reset date.
- fixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the fixingDateOffset property.
- fixingDateOffsetDays() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
The meta-property for the fixingDateOffsetDays property.
- fixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
The meta-property for the fixingMonth property.
- fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
- fixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the fixingRelativeTo property.
- FixingRelativeTo - Enum in com.opengamma.strata.product.swap
-
The base date that each rate fixing is made relative to.
- fixingRelativeTo(FxResetFixingRelativeTo) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
Sets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
- fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
The meta-property for the fixingRelativeTo property.
- fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
- fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the fixingRelativeTo property.
- fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the base date that each fixing is made relative to, optional with defaulting getter.
- fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the fixingRelativeTo property.
- fixings() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
-
The meta-property for the fixings property.
- fixings() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
-
The meta-property for the fixings property.
- fixings() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
-
The meta-property for the fixings property.
- fixings() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
-
The meta-property for the fixings property.
- fixings() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
-
The meta-property for the fixings property.
- fixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
-
The meta-property for the fixings property.
- FixingSeriesCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of historical fixing series into memory from CSV resources.
- fixingTime(LocalTime) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the fixing time.
- fixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the fixingTime property.
- fixingTime(LocalTime) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
Sets the fixing time.
- fixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
The meta-property for the fixingTime property.
- fixingZone(ZoneId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the fixing time-zone.
- fixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the fixingZone property.
- fixingZone(ZoneId) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
Sets the time-zone of the fixing time.
- fixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
The meta-property for the fixingZone property.
- FLAT - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
-
Flat extrapolator.
- flatCombine(Iterable<? extends Result<T>>, Function<Stream<T>, Result<R>>) - Static method in class com.opengamma.strata.collect.result.Result
-
Takes a collection of results, checks if all of them are successes
and then applies the supplied function to the successes.
- flatFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
Sets the market convention of the floating leg that does not have the spread applied.
- flatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
The meta-property for the flatFloatingLeg property.
- flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
Sets the market convention of the floating leg that does not have the spread applied.
- flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
The meta-property for the flatLeg property.
- flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
Sets the market convention of the floating leg that does not have the spread applied.
- flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
The meta-property for the flatLeg property.
- flatMap(Function<? super Map.Entry<K, V>, ? extends Stream<? extends R>>) - Method in class com.opengamma.strata.collect.MapStream
-
- flatMap(Function<? super T, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result
-
Processes a successful result by applying a function that returns another result.
- flatMapToDouble(Function<? super Map.Entry<K, V>, ? extends DoubleStream>) - Method in class com.opengamma.strata.collect.MapStream
-
- flatMapToInt(Function<? super Map.Entry<K, V>, ? extends IntStream>) - Method in class com.opengamma.strata.collect.MapStream
-
- flatMapToLong(Function<? super Map.Entry<K, V>, ? extends LongStream>) - Method in class com.opengamma.strata.collect.MapStream
-
- floatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
Sets the market convention of the floating leg.
- floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
The meta-property for the floatingLeg property.
- floatingLeg(InflationRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
Sets the market convention of the floating leg.
- floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
The meta-property for the floatingLeg property.
- floatingLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
Sets the market convention of the floating leg.
- floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
The meta-property for the floatingLeg property.
- floatingRate(IborRateComputation) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
Sets the floating rate of interest.
- floatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
The meta-property for the floatingRate property.
- floatingRate(RateComputation) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the floating rate of interest.
- floatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the floatingRate property.
- FloatingRateIndex - Interface in com.opengamma.strata.basics.index
-
An index used to provide floating rates, typically in interest rate swaps.
- FloatingRateName - Interface in com.opengamma.strata.basics.index
-
A floating rate index name, such as Libor, Euribor or US Fed Fund.
- FloatingRateNames - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard Floating rate names.
- FloatingRateType - Enum in com.opengamma.strata.basics.index
-
The type of a floating rate index.
- floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the optional floorlet strike.
- floorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the floorlet property.
- floorlet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the optional floorlet strike.
- floorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the floorlet property.
- floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the floor schedule, optional.
- floorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the floorSchedule property.
- floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the floor schedule, optional.
- floorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the floorSchedule property.
- FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'Following' convention which adjusts to the next business day.
- forEach(IntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Applies an action to each value in the array.
- forEach(IntIntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Applies an action to each value in the matrix.
- forEach(IntIntConsumer) - Method in class com.opengamma.strata.collect.array.IntArray
-
Applies an action to each value in the array.
- forEach(BiConsumer<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream
-
Performs an action for each entry in the stream, passing the key and value to the action.
- forEach(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- forEach(ObjDoubleConsumer<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Applies an action to each pair in the time series.
- forEachOrdered(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- FORECAST_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The forecast value.
- forecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
The meta-property for the forecastValue property.
- forecastValue(CapitalIndexedBondPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Calculates the forecast value of a single payment period.
- forecastValue(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
-
Calculates the forecast value of a single fixed coupon payment period.
- forecastValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the forecast value of the payment.
- forecastValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the forecast value of the FRA product.
- forecastValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the forecast value of the FRA trade.
- forecastValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the forecast value of the swap leg.
- forecastValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the forecast value of the swap product.
- forecastValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the forecast value of the swap trade.
- forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
-
Calculates the forecast value of a single payment event.
- forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Calculates the forecast value of a single payment period.
- forecastValueAmount(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the forecast value of the payment.
- forecastValueSensitivity(CapitalIndexedBondPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Calculates the forecast value sensitivity of a single payment period.
- forecastValueSensitivity(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
-
Calculates the forecast value sensitivity of a single fixed coupon payment period.
- forecastValueSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the forecast value sensitivity of the FRA product.
- forecastValueSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the forecast value sensitivity of the FRA trade.
- forecastValueSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the forecast value sensitivity of the swap leg.
- forecastValueSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the forecast value sensitivity of the swap product.
- forecastValueSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the forecast value sensitivity of the swap trade.
- forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
-
Calculates the forecast value sensitivity of a single payment event.
- forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Calculates the forecast value sensitivity of a single payment period.
- format(String, Object) - Static method in class com.opengamma.strata.collect.Messages
-
Formats a templated message inserting a single argument.
- format(String, Object...) - Static method in class com.opengamma.strata.collect.Messages
-
Formats a templated message inserting arguments.
- format(T) - Method in class com.opengamma.strata.collect.named.EnumNames
-
Creates a standard Strata mixed case name from an enum-style constant.
- FormatCategory - Enum in com.opengamma.strata.report.framework.format
-
Defines categories of data types.
- formatData(CashFlowReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
-
- formatData(R, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
-
Formats a piece of data for display.
- formatData(TradeReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
-
- formatForCsv(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter
-
Formats a value for use in a CSV file.
- formatForDisplay(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter
-
Formats a value for display.
- FormatSettings<T> - Class in com.opengamma.strata.report.framework.format
-
Contains formatting settings for a specific type.
- FormatSettings.Meta<T> - Class in com.opengamma.strata.report.framework.format
-
The meta-bean for FormatSettings.
- FormatSettingsProvider - Class in com.opengamma.strata.report.framework.format
-
Provides and caches format settings across types.
- FormatSettingsProvider() - Constructor for class com.opengamma.strata.report.framework.format.FormatSettingsProvider
-
Creates an instance.
- formatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
The meta-property for the formatter property.
- formatValue(Object, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
-
Formats a value into a string.
- forward() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
-
The meta-property for the forward property.
- forward() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
-
The meta-property for the forward property.
- forward() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
-
The meta-property for the forward property.
- FORWARD_FX_RATE - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the forward FX rate of the calculation target.
- FORWARD_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The forward rate.
- FORWARD_RATE - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a forward rate - 'ForwardRate'.
- FORWARD_RATE_END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The end date used to calculate the forward rate.
- FORWARD_RATE_START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The start date used to calculate the forward rate.
- forwardCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
-
Sets the forward curves in the group, keyed by index.
- forwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
-
The meta-property for the forwardCurves property.
- ForwardFxIndexRates - Class in com.opengamma.strata.pricer.fx
-
Provides access to rates for an FX index.
- ForwardFxIndexRates.Meta - Class in com.opengamma.strata.pricer.fx
-
The meta-bean for ForwardFxIndexRates.
- forwardFxRate(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates the forward FX rate across one or more scenarios.
- forwardFxRate(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates the forward FX rate for a single set of market data.
- forwardFxRate(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates the forward FX rate across one or more scenarios.
- forwardFxRate(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates the forward FX rate for a single set of market data.
- forwardFxRate(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the forward exchange rate.
- forwardFxRate(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
-
Calculates the forward exchange rate.
- forwardFxRate(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Calculates the forward exchange rate.
- forwardFxRate(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Calculates the forward exchange rate.
- forwardFxRatePointSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Calculates the forward exchange rate point sensitivity.
- forwardFxRatePointSensitivity(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Calculates the forward exchange rate point sensitivity.
- forwardFxRateSpotSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Calculates the sensitivity of the forward exchange rate to the spot rate.
- forwardFxRateSpotSensitivity(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Calculates the sensitivity of the forward exchange rate to the spot rate.
- forwardRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing forward rates.
- forwardRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing forward rates.
- forwardRates(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing forward rates.
- FpmlDocument - Class in com.opengamma.strata.loader.fpml
-
Provides data about the whole FpML document and parse helper methods.
- FpmlDocument(XmlElement, Map<String, XmlElement>, FpmlPartySelector, FpmlTradeInfoParserPlugin, ReferenceData) - Constructor for class com.opengamma.strata.loader.fpml.FpmlDocument
-
Creates an instance, based on the specified element.
- FpmlDocumentParser - Class in com.opengamma.strata.loader.fpml
-
Loader of trade data in FpML format.
- FpmlParseException - Exception in com.opengamma.strata.loader.fpml
-
Exception thrown when parsing FpML.
- FpmlParseException(String) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException
-
Creates an instance based on a message.
- FpmlParserPlugin - Interface in com.opengamma.strata.loader.fpml
-
Pluggable FpML trade parser.
- FpmlPartySelector - Interface in com.opengamma.strata.loader.fpml
-
Finds the party representing "us" in FpML.
- FpmlTradeInfoParserPlugin - Interface in com.opengamma.strata.loader.fpml
-
Pluggable FpML trade information parser.
- FR - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'FR' - France.
- FR_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for FR-EXT-CPI Price index.
- FR_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The consumer price index for France,
"Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".
- Fra - Class in com.opengamma.strata.product.fra
-
A forward rate agreement (FRA).
- Fra.Builder - Class in com.opengamma.strata.product.fra
-
The bean-builder for Fra.
- Fra.Meta - Class in com.opengamma.strata.product.fra
-
The meta-bean for Fra.
- FRA_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
-
- FRA_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
- FRA_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
-
The measure for
FraTrade using present value discounting.
- FraConvention - Interface in com.opengamma.strata.product.fra.type
-
A market convention for forward rate agreement (FRA) trades.
- FraConventions - Class in com.opengamma.strata.product.fra.type
-
Market standard FRA conventions.
- fraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
The meta-property for the fraction property.
- FraCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Forward Rate Agreement (FRA).
- FraCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for FraCurveNode.
- FraCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for FraCurveNode.
- FraDiscountingMethod - Enum in com.opengamma.strata.product.fra
-
A convention defining how to discount Forward Rate Agreements (FRAs).
- FraTemplate - Class in com.opengamma.strata.product.fra.type
-
A template for creating a forward rate agreement (FRA) trade.
- FraTemplate.Builder - Class in com.opengamma.strata.product.fra.type
-
The bean-builder for FraTemplate.
- FraTemplate.Meta - Class in com.opengamma.strata.product.fra.type
-
The meta-bean for FraTemplate.
- FraTrade - Class in com.opengamma.strata.product.fra
-
A trade in a forward rate agreement (FRA).
- FraTrade.Builder - Class in com.opengamma.strata.product.fra
-
The bean-builder for FraTrade.
- FraTrade.Meta - Class in com.opengamma.strata.product.fra
-
The meta-bean for FraTrade.
- FraTradeCalculationFunction - Class in com.opengamma.strata.measure.fra
-
Perform calculations on a single FraTrade for each of a set of scenarios.
- FraTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
-
Creates an instance.
- FraTradeCalculations - Class in com.opengamma.strata.measure.fra
-
Calculates pricing and risk measures for forward rate agreement (FRA) trades.
- FraTradeCalculations(DiscountingFraTradePricer) - Constructor for class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Creates an instance.
- Frequency - Class in com.opengamma.strata.basics.schedule
-
A periodic frequency used by financial products that have a specific event every so often.
- frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the regular periodic frequency to use.
- frequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the frequency property.
- frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
Sets the periodic frequency used when building the schedule.
- frequency() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
The meta-property for the frequency property.
- frequency() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
-
The meta-property for the frequency property.
- frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the frequency of the bond payments.
- frequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the frequency property.
- frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the frequency of the bond payments.
- frequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the frequency property.
- FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for a calendar declaring all days as business days
except Friday/Saturday weekends, with code 'FriSat'.
- FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
An instance declaring all days as business days except Friday/Saturday weekends.
- from(ByteSource) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Creates an instance from another byte source.
- from(CheckedSupplier<InputStream>) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Creates an instance from an input stream.
- FROM_FIXING_SERIES - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The flag to indicate that the that the observed value is from a fixing time-series.
- FRPA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Paris, France, with code 'FRPA'.
- function(CheckedFunction<T, R>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the Function interface.
- FunctionRequirements - Class in com.opengamma.strata.calc.runner
-
Specifies the market data required for a function to perform a calculation.
- FunctionRequirements.Builder - Class in com.opengamma.strata.calc.runner
-
The bean-builder for FunctionRequirements.
- FunctionRequirements.Meta - Class in com.opengamma.strata.calc.runner
-
The meta-bean for FunctionRequirements.
- functions() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
The meta-property for the functions property.
- FunctionUtils - Class in com.opengamma.strata.calc.runner
-
Static utility methods useful when writing calculation functions.
- futureExpiryDate() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
-
The meta-property for the futureExpiryDate property.
- futureId(ExchangeId, EtdContractCode, YearMonth, EtdVariant) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
-
Creates an identifier for an ETD future instrument.
- FutureOptionPremiumStyle - Enum in com.opengamma.strata.product.option
-
The style of premium for an option on a futures contract.
- futurePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
-
The meta-property for the futurePrice property.
- futurePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
-
The meta-property for the futurePrice property.
- futuresConvexityFactor(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Calculates the future convexity factor for the specified period at the future reference date.
- futuresConvexityFactorAdjoint(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Calculates the future convexity factor and its derivative for the specified period at the future reference date.
- fuzzyEquals(double[], double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Compares each element in the first array to the matching index in the second array within a tolerance.
- fuzzyEqualsZero(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Compares each element in the array to zero within a tolerance.
- FX_SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
- FxConvertible<R> - Interface in com.opengamma.strata.basics.currency
-
Defines a standard mechanism for converting an object representing one or more
monetary amounts to a single currency.
- fxForwardRates() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
-
The meta-property for the fxForwardRates property.
- FxForwardRates - Interface in com.opengamma.strata.pricer.fx
-
Provides access to rates for a currency pair.
- fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- fxForwardRates(CurrencyPair) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the forward FX rates for a currency pair.
- FxForwardSensitivity - Class in com.opengamma.strata.pricer.fx
-
Point sensitivity to a forward rate of an FX rate for a currency pair.
- FxForwardSensitivity.Meta - Class in com.opengamma.strata.pricer.fx
-
The meta-bean for FxForwardSensitivity.
- FxIndex - Interface in com.opengamma.strata.basics.index
-
An index of foreign exchange rates.
- FxIndexObservation - Class in com.opengamma.strata.basics.index
-
Information about a single observation of an FX index.
- FxIndexObservation.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for FxIndexObservation.
- FxIndexRates - Interface in com.opengamma.strata.pricer.fx
-
Provides access to rates for an FX index.
- fxIndexRates(FxIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- fxIndexRates(FxIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the rates for an FX index.
- FxIndexSensitivity - Class in com.opengamma.strata.pricer.fx
-
Point sensitivity to a forward rate of an FX rate for an FX index.
- FxIndexSensitivity.Meta - Class in com.opengamma.strata.pricer.fx
-
The meta-bean for FxIndexSensitivity.
- FxIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard foreign exchange indices.
- FxMatrix - Class in com.opengamma.strata.basics.currency
-
A matrix of foreign exchange rates.
- FxMatrix.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for FxMatrix.
- FxMatrixBuilder - Class in com.opengamma.strata.basics.currency
-
- FxMatrixId - Class in com.opengamma.strata.data
-
Identifies the market data for an FX matrix.
- FxMatrixId.Meta - Class in com.opengamma.strata.data
-
The meta-bean for FxMatrixId.
- FxNdf - Class in com.opengamma.strata.product.fx
-
A Non-Deliverable Forward (NDF).
- FxNdf.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for FxNdf.
- FxNdf.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxNdf.
- FxNdfTrade - Class in com.opengamma.strata.product.fx
-
A trade in a Non-Deliverable Forward (NDF).
- FxNdfTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for FxNdfTrade.
- FxNdfTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxNdfTrade.
- FxNdfTradeCalculationFunction - Class in com.opengamma.strata.measure.fx
-
Perform calculations on a single FxNdfTrade for each of a set of scenarios.
- FxNdfTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
-
Creates an instance.
- FxNdfTradeCalculations - Class in com.opengamma.strata.measure.fx
-
Calculates pricing and risk measures for FX Non-Deliverable Forward (NDF) trades.
- FxNdfTradeCalculations(DiscountingFxNdfTradePricer) - Constructor for class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Creates an instance.
- FxOptionMarketData - Interface in com.opengamma.strata.measure.fxopt
-
Market data for FX options.
- FxOptionMarketDataLookup - Interface in com.opengamma.strata.measure.fxopt
-
The lookup that provides access to FX options volatilities in market data.
- FxOptionScenarioMarketData - Interface in com.opengamma.strata.measure.fxopt
-
Market data for FX options, used for calculation across multiple scenarios.
- FxOptionSensitivity - Class in com.opengamma.strata.pricer.fxopt
-
Point sensitivity to an implied volatility for a FX option model.
- FxOptionSensitivity.Meta - Class in com.opengamma.strata.pricer.fxopt
-
The meta-bean for FxOptionSensitivity.
- FxOptionVolatilities - Interface in com.opengamma.strata.pricer.fxopt
-
Volatilities for pricing FX options.
- FxOptionVolatilitiesId - Class in com.opengamma.strata.pricer.fxopt
-
An identifier used to access FX option volatilities by name.
- FxOptionVolatilitiesId.Meta - Class in com.opengamma.strata.pricer.fxopt
-
The meta-bean for FxOptionVolatilitiesId.
- FxOptionVolatilitiesName - Class in com.opengamma.strata.pricer.fxopt
-
The name of a set of FX option volatilities.
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Gets the FX rate for the specified currency pair.
- FxRate - Class in com.opengamma.strata.basics.currency
-
A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate
-
Gets the FX rate for the specified currency pair.
- fxRate(Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
-
Gets the FX rate for the specified currency pair.
- fxRate(CurrencyPair) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
-
Gets the FX rate for the specified currency pair.
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
- fxRate(Currency, Currency, int) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
Returns the FX rate for the specified currency pair and scenario index.
- fxRate(Currency, Currency, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
-
Gets the FX rate for the specified currency pair and scenario index.
- fxRate(Currency, Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets the FX rate for the specified currency pair on the valuation date.
- fxRate(CurrencyPair) - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets the FX rate for the specified currency pair on the valuation date.
- fxRate(Currency, Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- FxRate.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for FxRate.
- FxRateConfig - Class in com.opengamma.strata.measure.fx
-
Configuration defining how to create
FxRate instances from observable market data.
- FxRateConfig.Builder - Class in com.opengamma.strata.measure.fx
-
The bean-builder for FxRateConfig.
- FxRateConfig.Meta - Class in com.opengamma.strata.measure.fx
-
The meta-bean for FxRateConfig.
- FxRateId - Class in com.opengamma.strata.data
-
Identifies the market data for an FX rate.
- fxRateId(FxRateId) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
Sets the identifier used to obtain the FX rate market value, defaulted from the template.
- fxRateId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
The meta-property for the fxRateId property.
- fxRateId(FxRateId) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
Sets the identifier used to obtain the FX rate market value, defaulted from the template.
- fxRateId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
The meta-property for the fxRateId property.
- FxRateId.Meta - Class in com.opengamma.strata.data
-
The meta-bean for FxRateId.
- FxRateLookup - Interface in com.opengamma.strata.measure.rate
-
The lookup that provides access to FX rates in market data.
- FxRateMarketDataFunction - Class in com.opengamma.strata.measure.fx
-
Function which builds
FxRate instances from observable market data.
- FxRateMarketDataFunction() - Constructor for class com.opengamma.strata.measure.fx.FxRateMarketDataFunction
-
- FxRateProvider - Interface in com.opengamma.strata.basics.currency
-
A provider of FX rates.
- fxRateProvider(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
-
Gets the FX rate provider for the specified scenario index.
- fxRateProvider(MarketData) - Method in interface com.opengamma.strata.measure.rate.FxRateLookup
-
Obtains an FX rate provider based on the specified market data.
- fxRateProvider() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData
-
Gets the FX rate provider.
- fxRateProvider(MarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains an FX rate provider based on the specified market data.
- fxRateProvider() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
-
The meta-property for the fxRateProvider property.
- fxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
The meta-property for the fxRateProvider property.
- fxRateProvider(FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Sets the FX rate provider.
- FxRateScenarioArray - Class in com.opengamma.strata.data.scenario
-
A set of FX rates between two currencies containing rates for multiple scenarios.
- FxRateScenarioArray.Meta - Class in com.opengamma.strata.data.scenario
-
The meta-bean for FxRateScenarioArray.
- FxRatesCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of FX rates into memory from CSV resources.
- FxRateShifts - Class in com.opengamma.strata.market
-
A perturbation that applies different shifts to an FX rate.
- FxRateShifts.Meta - Class in com.opengamma.strata.market
-
The meta-bean for FxRateShifts.
- FxReset - Class in com.opengamma.strata.product.swap
-
An FX rate conversion for the notional amount of a swap leg.
- fxReset(FxResetCalculation) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the FX reset definition, optional.
- fxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the fxReset property.
- fxReset(FxReset) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the FX reset definition, optional.
- fxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the fxReset property.
- FxReset.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for FxReset.
- FxResetCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of an FX rate conversion for the notional amount of a swap leg.
- FxResetCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for FxResetCalculation.
- FxResetCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for FxResetCalculation.
- FxResetFixingRelativeTo - Enum in com.opengamma.strata.product.swap
-
The base date that each FX reset fixing is made relative to.
- FxResetNotionalExchange - Class in com.opengamma.strata.product.swap
-
An exchange of notionals between two counterparties where FX reset applies.
- FxResetNotionalExchange.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for FxResetNotionalExchange.
- fxResetObservation(FxIndexObservation) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
-
Sets the FX reset definition, optional.
- fxResetObservation() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
-
The meta-property for the fxResetObservation property.
- FxSingle - Class in com.opengamma.strata.product.fx
-
A single foreign exchange, such as an FX forward or FX spot.
- FxSingle.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxSingle.
- FxSingleBarrierOption - Class in com.opengamma.strata.product.fxopt
-
FX (European) single barrier option.
- FxSingleBarrierOption.Builder - Class in com.opengamma.strata.product.fxopt
-
The bean-builder for FxSingleBarrierOption.
- FxSingleBarrierOption.Meta - Class in com.opengamma.strata.product.fxopt
-
The meta-bean for FxSingleBarrierOption.
- FxSingleBarrierOptionMethod - Enum in com.opengamma.strata.measure.fxopt
-
The method to use for pricing FX single barrier options.
- FxSingleBarrierOptionTrade - Class in com.opengamma.strata.product.fxopt
-
A trade in an FX single barrier option.
- FxSingleBarrierOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt
-
The bean-builder for FxSingleBarrierOptionTrade.
- FxSingleBarrierOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt
-
The meta-bean for FxSingleBarrierOptionTrade.
- FxSingleBarrierOptionTradeCalculationFunction - Class in com.opengamma.strata.measure.fxopt
-
Perform calculations on an FX single barrier option trade for each of a set of scenarios.
- FxSingleBarrierOptionTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
-
Creates an instance.
- FxSingleBarrierOptionTradeCalculations - Class in com.opengamma.strata.measure.fxopt
-
Calculates pricing and risk measures for FX single barrier option trades.
- FxSingleBarrierOptionTradeCalculations(BlackFxSingleBarrierOptionTradePricer, ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer) - Constructor for class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Creates an instance.
- FxSingleTrade - Class in com.opengamma.strata.product.fx
-
A foreign exchange trade, such as an FX forward or FX spot.
- FxSingleTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for FxSingleTrade.
- FxSingleTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxSingleTrade.
- FxSingleTradeCalculationFunction - Class in com.opengamma.strata.measure.fx
-
Perform calculations on a single FxSingleTrade for each of a set of scenarios.
- FxSingleTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
-
Creates an instance.
- FxSingleTradeCalculations - Class in com.opengamma.strata.measure.fx
-
Calculates pricing and risk measures for single FX trades.
- FxSingleTradeCalculations(DiscountingFxSingleTradePricer) - Constructor for class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Creates an instance.
- FxSwap - Class in com.opengamma.strata.product.fx
-
An FX swap.
- FxSwap.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxSwap.
- FxSwapConvention - Interface in com.opengamma.strata.product.fx.type
-
A market convention for FX Swap trades.
- FxSwapConventions - Class in com.opengamma.strata.product.fx.type
-
Market standard FX swap conventions.
- FxSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is an FX Swap.
- FxSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for FxSwapCurveNode.
- FxSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for FxSwapCurveNode.
- FxSwapTemplate - Class in com.opengamma.strata.product.fx.type
-
A template for creating an FX swap trade.
- FxSwapTemplate.Builder - Class in com.opengamma.strata.product.fx.type
-
The bean-builder for FxSwapTemplate.
- FxSwapTemplate.Meta - Class in com.opengamma.strata.product.fx.type
-
The meta-bean for FxSwapTemplate.
- FxSwapTrade - Class in com.opengamma.strata.product.fx
-
A trade in an FX swap.
- FxSwapTrade.Builder - Class in com.opengamma.strata.product.fx
-
The bean-builder for FxSwapTrade.
- FxSwapTrade.Meta - Class in com.opengamma.strata.product.fx
-
The meta-bean for FxSwapTrade.
- FxSwapTradeCalculationFunction - Class in com.opengamma.strata.measure.fx
-
Perform calculations on a single FxSwapTrade for each of a set of scenarios.
- FxSwapTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
-
Creates an instance.
- FxSwapTradeCalculations - Class in com.opengamma.strata.measure.fx
-
Calculates pricing and risk measures for FX swap trades.
- FxSwapTradeCalculations(DiscountingFxSwapTradePricer) - Constructor for class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Creates an instance.
- FxVanillaOption - Class in com.opengamma.strata.product.fxopt
-
A vanilla FX option.
- FxVanillaOption.Builder - Class in com.opengamma.strata.product.fxopt
-
The bean-builder for FxVanillaOption.
- FxVanillaOption.Meta - Class in com.opengamma.strata.product.fxopt
-
The meta-bean for FxVanillaOption.
- FxVanillaOptionMethod - Enum in com.opengamma.strata.measure.fxopt
-
The method to use for pricing FX vanilla options.
- FxVanillaOptionTrade - Class in com.opengamma.strata.product.fxopt
-
A trade in a vanilla FX option.
- FxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt
-
The bean-builder for FxVanillaOptionTrade.
- FxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt
-
The meta-bean for FxVanillaOptionTrade.
- FxVanillaOptionTradeCalculationFunction - Class in com.opengamma.strata.measure.fxopt
-
Perform calculations on an FX vanilla option trade for each of a set of scenarios.
- FxVanillaOptionTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
-
Creates an instance.
- FxVanillaOptionTradeCalculations - Class in com.opengamma.strata.measure.fxopt
-
Calculates pricing and risk measures for FX vanilla option trades.
- FxVanillaOptionTradeCalculations(BlackFxVanillaOptionTradePricer, VannaVolgaFxVanillaOptionTradePricer) - Constructor for class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Creates an instance.
- FxVolatilitySurfaceYearFractionParameterMetadata - Class in com.opengamma.strata.pricer.fxopt
-
Surface node metadata for a surface node with a specific time to expiry and strike.
- FxVolatilitySurfaceYearFractionParameterMetadata.Meta - Class in com.opengamma.strata.pricer.fxopt
-
The meta-bean for FxVolatilitySurfaceYearFractionParameterMetadata.
- gamma(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the gamma of the FX barrier option product.
- gamma(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the gamma of the foreign exchange vanilla option product.
- gammaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the gamma of the bond future option product.
- gammaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the gamma of the bond future option product based on the price of the underlying future.
- GB - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'GB' - United Kingdom.
- GB_HICP - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The harmonized consumer price index for the United Kingdom,
"Non-revised Harmonised Index of Consumer Prices".
- GB_RPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for GB-RPI Price index.
- GB_RPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The retail price index for the United Kingdom,
"Non-revised Retail Price Index All Items in the United Kingdom".
- GB_RPIX - Static variable in class com.opengamma.strata.basics.index.PriceIndices
-
The retail price index for the United Kingdom excluding mortgage interest payments,
"Non-revised Retail Price Index Excluding Mortgage Interest Payments in the United Kingdom".
- GBLO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of London, United Kingdom, with code 'GBLO'.
- GBP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'GBP' - British pound.
- GBP_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'GBP-Deposit-T0' term deposit convention with T+0 settlement date.
- GBP_EUR - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
-
The "GBP/EUR" FX Swap convention.
- GBP_EUR - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
-
GBP/EUR convention with 2 days spot date.
- GBP_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'GBP-FIXED-1Y-LIBOR-3M' swap convention.
- GBP_FIXED_1Y_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
-
The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.
- GBP_FIXED_3M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'GBP-FIXED-3M-LIBOR-3M' swap convention.
- GBP_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
-
The 'GBP-FIXED-6M-LIBOR-6M' swap convention.
- GBP_FIXED_TERM_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
-
The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.
- GBP_FIXED_ZC_GB_HCIP - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
GBP vanilla fixed vs UK HCIP swap.
- GBP_FIXED_ZC_GB_RPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
GBP vanilla fixed vs UK RPI swap.
- GBP_FIXED_ZC_GB_RPIX - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
-
GBP vanilla fixed vs UK RPIX swap.
- GBP_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for GBP-LIBOR.
- GBP_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 10 years.
- GBP_LIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 12 years.
- GBP_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 15 years.
- GBP_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 1 year.
- GBP_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 20 years.
- GBP_LIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 25 years.
- GBP_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 2 years.
- GBP_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 30 years.
- GBP_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 3 years.
- GBP_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 4 years.
- GBP_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 5 years.
- GBP_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 6 years.
- GBP_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 7 years.
- GBP_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 8 years.
- GBP_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
-
GBP Rates 1100 for tenor of 9 years.
- GBP_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month LIBOR index for GBP.
- GBP_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month LIBOR index for GBP.
- GBP_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week LIBOR index for GBP.
- GBP_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month LIBOR index for GBP.
- GBP_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month LIBOR index for GBP.
- GBP_LIBOR_3M_EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
-
The 'GBP-LIBOR-3M-EUR-EURIBOR-3M' swap convention.
- GBP_LIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
-
The 'GBP-LIBOR-3M-Monthly-IMM' convention.
- GBP_LIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
-
The 'GBP-LIBOR-3M-Quarterly-IMM' convention.
- GBP_LIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
-
The 'GBP-LIBOR-3M-USD-LIBOR-3M' swap convention.
- GBP_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month LIBOR index for GBP.
- GBP_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'GBP-ShortDeposit-T0' term deposit convention with T+0 settlement date.
- GBP_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
-
The 'GBP-ShortDeposit-T1' term deposit convention with T+1 settlement date.
- GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
-
Constant for GBP-SONIA Overnight index.
- GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The SONIA index for GBP.
- GBP_SONIA_OIS_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.OvernightIborSwapConventions
-
The 'GBP-SONIA-OIS-1Y-LIBOR-3M' swap convention.
- GBP_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
-
GBP-dominated standardized credit default swap.
- GBP_US_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
-
GBP-dominated standardized credit default swap.
- GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
-
The "GBP/USD" FX Swap convention.
- GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
-
GBP/USD convention with 2 days spot date.
- GBP_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
-
The FX index for conversion from GBP to USD, as defined by the WM company
"Closing Spot rates".
- GEARING - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The gearing, that the rate is multiplied by.
- gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the gearing multiplier, optional.
- gearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the gearing property.
- gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
Sets the gearing multiplier, optional.
- gearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
The meta-property for the gearing property.
- gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
Sets the gearing multiplier, optional.
- gearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
The meta-property for the gearing property.
- gearing(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
Sets the gearing multiplier, defaulted to 1.
- gearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
The meta-property for the gearing property.
- generate(List<String>, List<AsciiTableAlignment>, List<? extends List<String>>) - Static method in class com.opengamma.strata.collect.io.AsciiTable
-
Generates the ASCII table.
- generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>, Map<CurveName, DoubleArray>) - Method in class com.opengamma.strata.pricer.curve.ImmutableRatesProviderGenerator
-
- generate(DoubleArray) - Method in interface com.opengamma.strata.pricer.curve.RatesProviderGenerator
-
Generates a rates provider from a set of parameters.
- generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in interface com.opengamma.strata.pricer.curve.RatesProviderGenerator
-
Generates a rates provider from a set of parameters and calibration information.
- generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>, Map<CurveName, DoubleArray>) - Method in interface com.opengamma.strata.pricer.curve.RatesProviderGenerator
-
Generates a rates provider from a set of parameters and calibration information.
- GenericDoubleShifts - Class in com.opengamma.strata.market
-
A perturbation that applies different shifts to a double value.
- GenericDoubleShifts.Meta - Class in com.opengamma.strata.market
-
The meta-bean for GenericDoubleShifts.
- GenericSecurity - Class in com.opengamma.strata.product
-
A generic security, defined in terms of the value of each tick.
- GenericSecurity.Meta - Class in com.opengamma.strata.product
-
The meta-bean for GenericSecurity.
- GenericSecurityPosition - Class in com.opengamma.strata.product
-
A position in a security, where the security is embedded ready for mark-to-market pricing.
- GenericSecurityPosition.Builder - Class in com.opengamma.strata.product
-
The bean-builder for GenericSecurityPosition.
- GenericSecurityPosition.Meta - Class in com.opengamma.strata.product
-
The meta-bean for GenericSecurityPosition.
- GenericSecurityPositionCalculationFunction - Class in com.opengamma.strata.measure.security
-
Perform calculations on a single GenericSecurityPosition for each of a set of scenarios.
- GenericSecurityPositionCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
-
Creates an instance.
- GenericSecurityTrade - Class in com.opengamma.strata.product
-
A trade representing the purchase or sale of a security,
where the security is embedded ready for mark-to-market pricing.
- GenericSecurityTrade.Builder - Class in com.opengamma.strata.product
-
The bean-builder for GenericSecurityTrade.
- GenericSecurityTrade.Meta - Class in com.opengamma.strata.product
-
The meta-bean for GenericSecurityTrade.
- GenericSecurityTradeCalculationFunction - Class in com.opengamma.strata.measure.security
-
Perform calculations on a single GenericSecurityTrade for each of a set of scenarios.
- GenericSecurityTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
-
Creates an instance.
- GenericVolatilitySurfacePeriodParameterMetadata - Class in com.opengamma.strata.pricer.common
-
Surface node metadata for a generic volatility surface node with a specific period to expiry and strike.
- GenericVolatilitySurfacePeriodParameterMetadata.Meta - Class in com.opengamma.strata.pricer.common
-
The meta-bean for GenericVolatilitySurfacePeriodParameterMetadata.
- GenericVolatilitySurfaceYearFractionParameterMetadata - Class in com.opengamma.strata.pricer.common
-
Surface node metadata for a generic volatility surface node with a specific time to expiry and strike.
- GenericVolatilitySurfaceYearFractionParameterMetadata.Meta - Class in com.opengamma.strata.pricer.common
-
The meta-bean for GenericVolatilitySurfaceYearFractionParameterMetadata.
- get(int) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Gets the amount at the specified index.
- get(int) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Gets the amount at the specified index.
- get(String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- get(TemporalUnit) - Method in class com.opengamma.strata.basics.date.Tenor
-
Gets the value of the specified unit.
- get(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- get(TemporalUnit) - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Gets the value of the specified unit.
- get(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- get(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.Column.Builder
-
- get(Class<T>, String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
-
Returns the configuration object with the specified type and name if available.
- get(Class<T>, TypedString<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
-
Returns the configuration object with the specified type and name if available.
- get(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
-
Returns an item of configuration that is the default of its type.
- get(String) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
-
- get(String) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
-
- get(int, int) - Method in class com.opengamma.strata.calc.Results
-
Returns the results for a target and column index.
- get(int, int, Class<T>) - Method in class com.opengamma.strata.calc.Results
-
Returns the results for a target and column index, casting the result to a known type.
- get(int, ColumnName) - Method in class com.opengamma.strata.calc.Results
-
Returns the results for a target and column name.
- get(int, ColumnName, Class<T>) - Method in class com.opengamma.strata.calc.Results
-
Returns the results for a target and column name, casting the result to a known type.
- get(String) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
-
- get(int) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Gets the value at the specified index in this array.
- get(int, int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the value at the specified row and column in this matrix.
- get(int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Gets the value at the specified index in this array.
- get() - Method in interface com.opengamma.strata.collect.function.CheckedSupplier
-
Gets a result.
- get(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Gets the value associated with the specified date.
- get(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Gets the value associated with the specified date.
- get(int) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
- get(int) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
-
- get(int) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
Returns the FX rate for a scenario.
- get(int) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
- get(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioArray
-
Gets the value at the specified scenario index.
- get(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
- get(String) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
-
- get(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMap
-
Gets a value by key.
- get(int) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
-
- get(String) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
-
- get(String) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
-
- get(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
- get(String) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
-
- get(String) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
-
- get(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
- get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
-
- get(String) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
-
- get(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
-
- get(String) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
-
- get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
- get(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
- get(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
-
- get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
- get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
- get(String) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.Swap.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
- get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
- get(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
- get(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
- get(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
- get(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
- getAbsoluteTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
-
Gets the absolute tolerance for the root finder.
- getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the business day adjustment to apply to accrual schedule dates.
- getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the business day adjustment to apply to accrual schedule dates,
providing a default result if no override specified.
- getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the business day adjustment to apply to accrual schedule dates,
providing a default result if no override specified.
- getAccrualEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Obtains the accrual end date.
- getAccrualEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Obtains the accrual end date.
- getAccrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the accrual factor, defaulted from the index if not set.
- getAccrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the accrual factor, defaulted from the index if not set.
- getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the periodic frequency of accrual.
- getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the periodic frequency of accrual.
- getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the periodic frequency of accrual.
- getAccrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
- getAccrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
- getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Gets the accrual-on-default formula used in this pricer.
- getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Gets the accrual-on-default formula used in this pricer.
- getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
-
Obtains the accrual-on-default formula.
- getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Gets the accrual-on-default formula used in this pricer.
- getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Gets the accrual-on-default formula used in this pricer.
- getAccrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the accrual periods that combine to form the payment period.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the accrual schedule.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the accrual schedule.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the accrual schedule.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the accrual schedule.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the accrual period schedule.
- getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the accrual schedule.
- getAccrualStart() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
-
Gets the accrual start.
- getAccrualStartDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Obtains the accrual start date.
- getAccrualStartDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Obtains the accrual start date.
- getAction() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
-
Gets the action to perform if a clash occurs.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Gets the additional spread added to the fixed rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the additional spread added to the price.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the additional spread added to the market quote.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the additional spread added to the rate.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the additional spread added to the market quote.
- getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the additional spread added to the market quote.
- getAdditionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Gets the addition convention to apply.
- getAdditionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Gets the addition convention to apply.
- getAdjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
Gets the business day adjustment that is to be applied to the unadjusted date.
- getAdjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the business day adjustment that is performed to the result of the addition.
- getAdjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Gets the business day adjustment that is performed to the result of the addition.
- getAdjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Gets the business day adjustment that is performed to the result of the addition.
- getAdjustment() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
-
Gets the adjustment representing the change that occurs at each step.
- getAdjustmentType() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
Gets the shift type applied to the unadjusted value and the adjustment.
- getAdjustmentType() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition
-
Gets the shift type applied to the unadjusted value and the adjustment.
- getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the FX rate agreed for the value date at the inception of the trade.
- getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the FX rate agreed for the value date at the inception of the trade.
- getAlphaCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Gets the alpha (volatility level) curve.
- getAlphaSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Gets the alpha (volatility level) surface.
- getAmount() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Gets the amount of the payment.
- getAmount() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Gets the amount of the currency.
- getAmount() - Method in class com.opengamma.strata.basics.currency.Money
-
Gets the amount of the currency as an instance of
BigDecimal.
- getAmount(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the CurrencyAmount for the specified currency, throwing an exception if not found.
- getAmount() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the amount of the payment.
- getAmount() - Method in interface com.opengamma.strata.market.amount.LegAmount
-
Gets the amount associated with the leg.
- getAmount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Gets the amount associated with the leg.
- getAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the known amount schedule.
- getAmount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the notional amount.
- getAmountOrZero(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the CurrencyAmount for the specified currency, returning zero if not found.
- getAmounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the set of currency amounts.
- getAmounts() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
Gets the currency amounts, one per scenario.
- getAmounts() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Gets the multi-currency amounts, one per scenario.
- getAmounts() - Method in class com.opengamma.strata.market.amount.LegAmounts
-
Gets the leg amounts.
- getAmounts() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
-
Gets the amounts, identified by legal entity ID.
- getArbitrageHandling() - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
-
Obtains the arbitrage handling.
- getAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets an attribute by name, throwing an exception if not found.
- getAttribute(SecurityAttributeType<T>) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Gets the attribute associated with the specified type.
- getAttribute(PositionAttributeType<T>) - Method in class com.opengamma.strata.product.PositionInfo
-
Gets the attribute associated with the specified type.
- getAttribute(SecurityAttributeType<T>) - Method in class com.opengamma.strata.product.SecurityInfo
-
Gets the attribute associated with the specified type.
- getAttribute(TradeAttributeType<T>) - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the attribute associated with the specified type.
- getAttributes() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the attributes.
- getAttributes() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Gets the attributes.
- getAttributes() - Method in class com.opengamma.strata.product.PositionInfo
-
Gets the position attributes.
- getAttributes() - Method in class com.opengamma.strata.product.SecurityInfo
-
Gets the security attributes.
- getAttributes() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the trade attributes.
- getAvailableCountries() - Static method in class com.opengamma.strata.basics.location.Country
-
Obtains the set of available countries.
- getAvailableCurrencies() - Static method in class com.opengamma.strata.basics.currency.Currency
-
Obtains the set of configured currencies.
- getAvailablePairs() - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Obtains the set of configured currency pairs.
- getBarrier() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
Gets the barrier description.
- getBarrier() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
-
Gets the barrier description.
- getBarrierLevel(LocalDate) - Method in interface com.opengamma.strata.product.option.Barrier
-
Obtains the barrier level for a given observation date.
- getBarrierLevel(LocalDate) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
-
- getBarrierLevel() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
-
Gets the barrier level.
- getBarrierType() - Method in interface com.opengamma.strata.product.option.Barrier
-
Obtains the barrier type.
- getBarrierType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
-
Gets the barrier type.
- getBase() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the base currency of the pair.
- getBaseCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the amount in the base currency, positive if receiving, negative if paying.
- getBaseCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
Gets the discount factors for the base currency of the currency pair.
- getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Gets the payment in the base currency, positive if receiving, negative if paying.
- getBetaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the beta (elasticity) curve.
- getBetaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the beta (elasticity) curve.
- getBetaCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Gets the beta (elasticity) curve.
- getBetaSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Gets the beta (elasticity) surface.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the business day adjustment to apply.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Gets the business day adjustment to apply to the start and end date.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Gets the business day adjustment to apply to the start date, end date and accrual schedule.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the business day adjustment to apply to payment schedule dates.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the business day adjustment to apply to the start and end date, optional.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the business day adjustment to apply to the start and end date, optional.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the business day adjustment to apply to the start and end date,
providing a default result if no override specified.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the business day adjustment to apply to the start and end date.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the business day adjustment to apply to the start and end date, optional.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the business day adjustment to apply to the start and end date,
providing a default result if no override specified.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Gets the business day adjustment to apply to the start and end date,
providing a default result if no override specified.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Gets the business day adjustment to apply to the reference date.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the business day adjustment to apply, optional.
- getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Gets the business day adjustment to apply to each reset date.
- getBuySell() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets whether the CDS is buy or sell.
- getBuySell() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets whether the CDS index is buy or sell.
- getBuySell() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets whether the CDS is buy or sell.
- getBuySell() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets whether the CDS index is buy or sell.
- getBuySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
- getBuySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets whether the term deposit is 'Buy' or 'Sell'.
- getBuySell() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets whether the FRA is buy or sell.
- getByteSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Gets the byte source to access the resource.
- getCalculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the interest rate accrual calculation.
- getCalculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the interest rate accrual calculation.
- getCalculationFunctions() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the calculation functions.
- getCalculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the calculation results.
- getCalendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Gets the calendar that defines holidays and business days.
- getCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the holiday calendar that defines the meaning of a day when performing the addition.
- getCalibrator() - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Gets the calibrator.
- getCalibrator() - Method in class com.opengamma.strata.pricer.curve.SyntheticCurveCalibrator
-
Gets the curve calibrator.
- getCalibrator() - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Obtains the calibrator.
- getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
Gets the Ibor cap/floor leg of the product.
- getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
Gets the Ibor cap/floor leg of the product.
- getCaplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the optional caplet strike.
- getCaplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the optional caplet strike.
- getCapletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the periodic payments based on the successive observed values of an Ibor index.
- getCapSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the cap schedule, optional.
- getCapSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the cap schedule, optional.
- getCashFlow(int) - Method in class com.opengamma.strata.market.amount.CashFlows
-
Gets the cash flow by index.
- getCashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows
-
Gets the cash flows.
- getCategory() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
Gets the category of this type.
- getCauseType() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets the type of the exception that caused the failure, not present if it wasn't caused by an exception.
- getCdsIndexId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Gets the CDS index identifier.
- getCdsIndexId() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the CDS index identifier.
- getCdsIndexId() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the CDS index identifier.
- getCells() - Method in class com.opengamma.strata.calc.Results
-
Gets the grid of results, stored as a flat list.
- getCells() - Method in class com.opengamma.strata.calc.runner.CalculationResults
-
Gets the calculated cells.
- getCells() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Gets the cells to be calculated.
- getCharSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Gets the char source to access the resource using UTF-8.
- getCharSource(Charset) - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Gets the char source to access the resource specifying the character set.
- getChild(int) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets a child element by index.
- getChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the child element with the specified name, throwing an exception if not found or more than one.
- getChildren() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the child elements.
- getChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the child elements matching the specified name.
- getChiSquare() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
-
Gets the chi-square value.
- getCmsLeg() - Method in class com.opengamma.strata.product.cms.Cms
-
Gets the CMS leg of the product.
- getCmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms
-
Gets the CMS leg of the product.
- getCmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the periodic payments based on the successive observed values of a swap index.
- getCmsPeriodType() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Obtains the type of the CMS period.
- getCode() - Method in class com.opengamma.strata.basics.currency.Currency
-
Gets the three letter ISO code.
- getCode() - Method in class com.opengamma.strata.basics.location.Country
-
Gets the two letter ISO code.
- getCode() - Method in enum com.opengamma.strata.product.etd.EtdOptionType
-
Gets the short code for the type.
- getCode() - Method in enum com.opengamma.strata.product.etd.EtdSettlementType
-
Gets the short code for the type.
- getCode() - Method in class com.opengamma.strata.product.etd.EtdVariant
-
Gets the short code that describes the variant.
- getColumnCount() - Method in class com.opengamma.strata.calc.Results
-
Gets the number of columns in the results.
- getColumnCount() - Method in interface com.opengamma.strata.report.Report
-
Gets the number of columns in the report table.
- getColumnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the column headers.
- getColumnHeaders() - Method in interface com.opengamma.strata.report.Report
-
Gets the report column headers.
- getColumnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport
-
- getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Gets the column index of the value in the results grid.
- getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
-
Gets the column index of the cell in the results grid.
- getColumnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the keys corresponding to the columns.
- getColumns() - Method in class com.opengamma.strata.calc.Results
-
Gets the column headers.
- getColumns() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Gets the columns that will be calculated.
- getColumns() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the columns contained in the results.
- getColumns() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the report columns, which may contain information required for formatting.
- getColumns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
Gets the columns in the report.
- getColumnTypes(CashFlowReport) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
-
- getColumnTypes(R) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
-
Gets the type of the data in each report column.
- getColumnTypes(TradeReport) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
-
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the compounding method to use when there is more than one accrual period, default is 'None'.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the compounding method to use when there is more than one accrual period
in each payment period, providing a default result if no override specified.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the compounding method to use when there is more than one accrual period
in each payment period, providing a default result if no override specified.
- getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the compounding method to use when there is more than one accrual period
in each payment period, providing a default result if no override specified.
- getContent() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the element content.
- getContractCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
- getContractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Gets the size of each contract.
- getContractSpecId() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
Gets the ID of the contract specification from which this security is derived.
- getContractSpecId() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Gets the ID of the contract specification from which this security is derived.
- getContractSpecId() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
-
Gets the ID of the contract specification from which this security is derived.
- getConvention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Gets the convention used to the adjust the date if it does not fall on a business day.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
Gets the swap convention that the volatilities are to be used for.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
Gets the swap convention that the volatilities are to be used for.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
Gets the swap convention that the volatilities are to be used for.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
Gets the swap convention that the volatilities are to be used for.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the swap convention that the volatilities are to be used for.
- getConvention() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
-
Gets the swap convention that the volatilities are to be used for.
- getConvention() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Gets the convention of the swap for which the data is valid.
- getConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate
-
Gets the market convention of the credit default swap.
- getConvention() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
-
Gets the market convention of the credit default swap.
- getConvention() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
-
Gets the market convention of the credit default swap.
- getConvention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Gets the underlying Ibor fixing deposit convention.
- getConvention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Gets the underlying term deposit convention.
- getConvention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Gets the underlying FRA convention.
- getConvention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Gets the underlying FX Swap convention.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Gets the market convention of the swap.
- getConvention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Gets the market convention of the swap.
- getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the conversion factor for each bond in the basket.
- getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the conversion factor for each bond in the basket.
- getConversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the conversion factor for each bond in the basket.
- getCounter() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the counter currency of the pair.
- getCounterCurrency() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Get the counter currency of the underlying FX transaction.
- getCounterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the amount in the counter currency, positive if receiving, negative if paying.
- getCounterCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
Gets the discount factors for the counter currency of the currency pair.
- getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Gets the payment in the counter currency, positive if receiving, negative if paying.
- getCounterparty() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the counterparty identifier, optional.
- getCurrencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Returns the set of currencies held within this matrix.
- getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the set of stored currencies.
- getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Gets the set of currencies for which this object contains values.
- getCurrencies() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns the set of currencies for which this object contains values.
- getCurrency() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Gets the currency of the payment.
- getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.basics.currency.Money
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the currency of the payment.
- getCurrency() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex
-
Gets the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the currency of the Ibor index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the currency of the Overnight index.
- getCurrency() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Gets the currency of the Ibor index.
- getCurrency() - Method in class com.opengamma.strata.calc.ColumnHeader
-
Gets the currency of the result.
- getCurrency() - Method in class com.opengamma.strata.calc.ReportingCurrency
-
Gets the currency if the type is 'Specific'.
- getCurrency() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Gets the currency of the leg.
- getCurrency() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Gets the curve currency.
- getCurrency() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Gets the currency of the point sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
- getCurrency() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
Gets the currency that the discount factors are for.
- getCurrency() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
-
Gets the currency of the amounts.
- getCurrency() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Gets the currency.
- getCurrency() - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Gets the currency.
- getCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
Gets the currency that the discount factors are for.
- getCurrency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
Gets the currency that the discount factors are for.
- getCurrency() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
Gets the currency that the discount factors are for.
- getCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
Gets the currency of the sensitivity.
- getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Obtains the currency of the underlying fixed coupon bonds.
- getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
- getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the currency that the future is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the currency that the future is traded in.
- getCurrency() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
-
Gets the currency of the payment resulting from the period.
- getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the currency that the bond is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the currency that the bond is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the currency that the bond is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the currency that the bond is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
- getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Obtains the currency of the underlying fixed coupon bonds.
- getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the currency of the product.
- getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the currency of the product.
- getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the currency of the leg associated with the notional.
- getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the currency of the leg.
- getCurrency() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the currency of the leg associated with the notional.
- getCurrency() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the currency of the leg.
- getCurrency() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the currency of the CDS.
- getCurrency() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the currency of the CDS index.
- getCurrency() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Obtains the currency.
- getCurrency() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Obtains the currency.
- getCurrency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Get the currency of the CDS.
- getCurrency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the currency of the CDS.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the primary currency, defaulted to the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the primary currency,
providing a default result if no override specified.
- getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the primary currency.
- getCurrency() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.dsf.Dsf
-
Gets the currency of the underlying swap.
- getCurrency() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
-
- getCurrency() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
Gets the currency of the underlying swap.
- getCurrency() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
Gets the currency of the trade.
- getCurrency() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
Gets the currency of the trade.
- getCurrency() - Method in interface com.opengamma.strata.product.etd.EtdPosition
-
Gets the currency of the position.
- getCurrency() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
-
- getCurrency() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the primary currency, defaulted to the currency of the index.
- getCurrency() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the primary currency.
- getCurrency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the primary currency,
providing a default result if no override specified.
- getCurrency() - Method in class com.opengamma.strata.product.GenericSecurity
-
- getCurrency() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the currency of the trade.
- getCurrency() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the currency of the trade.
- getCurrency() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the currency that the future is traded in, defaulted from the index if not set.
- getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
- getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the currency that the option is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
- getCurrency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the currency that the future is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Gets the currency of this payment.
- getCurrency() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
Gets the currency of this payment.
- getCurrency() - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
Gets the currency of the Ibor index.
- getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProduct
-
Gets the currency that the security is traded in.
- getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
-
Gets the currency of the trade.
- getCurrency() - Method in interface com.opengamma.strata.product.Security
-
Gets the currency that the security is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Gets the currency that the security is traded in.
- getCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the payment currency.
- getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the currency of the swap leg.
- getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
- getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
Gets the currency of the event.
- getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the currency of the swap leg associated with the notional.
- getCurrency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- getCurrency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the primary currency of the payment period.
- getCurrency() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- getCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the primary currency of the swap leg.
- getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets the currency of the leg.
- getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent
-
Gets the currency of the payment resulting from the event.
- getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
-
Gets the currency of the payment resulting from the period.
- getCurrency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the leg currency.
- getCurrency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the leg currency, optional with defaulting getter.
- getCurrency() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Gets the currency of the leg from the index.
- getCurrency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the leg currency, optional with defaulting getter.
- getCurrency() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets the currency of the swaption.
- getCurrency() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the currency of the swaption.
- getCurrencyPair() - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the currency pair of the index.
- getCurrencyPair() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Gets the currency pair of the FX index.
- getCurrencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the currency pair.
- getCurrencyPair() - Method in class com.opengamma.strata.market.FxRateShifts
-
Gets the currency pair for which the shifts are applied.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
Gets the currency pair that the rates are for.
- getCurrencyPair() - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
-
Gets the currency pair.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
Gets the currency pair for which the sensitivity is computed.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
Gets the currency pair that the volatilities are for.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
Gets the currency pair that the volatilities are for.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
Gets the currency pair that the volatilities are for.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
Gets the currency pair for which the sensitivity is presented.
- getCurrencyPair() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Gets the currency pair for which the data is valid.
- getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
Gets the currency pair that describes the node.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets currency pair of the base currency and counter currency.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Gets currency pair of the base currency and counter currency.
- getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Gets the currency pair of the convention.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Gets the currency pair of the template.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Gets the currency pair associated with the convention.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
Gets currency pair of the base currency and counter currency.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Gets currency pair of the base currency and counter currency.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
-
Gets currency pair of the base currency and counter currency.
- getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Gets currency pair of the base currency and counter currency.
- getCurrencyPair() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the currency pair of the convention.
- getCurrencyPair() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Gets the currency pair of the template.
- getCurve() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
Gets the underlying curve.
- getCurve() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
Gets the Black volatility curve.
- getCurve() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
Gets the underlying forward curve.
- getCurve() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
Gets the underlying curve.
- getCurve() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
Gets the underlying curve.
- getCurve() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
Gets the underlying curve.
- getCurve() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
Gets the underlying curve.
- getCurveCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Gets the total number of curves.
- getCurveCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Gets the currency of the curve for which the sensitivity is computed.
- getCurveCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Gets the currency of the curve for which the sensitivity is computed.
- getCurveCurrency() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
Gets the currency of the curve for which the sensitivity is computed.
- getCurveCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
Gets the currency of the curve for which the sensitivity is computed.
- getCurveDefinitions() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets definitions which specify how the curves are calibrated.
- getCurveGroupName() - Method in class com.opengamma.strata.market.curve.CurveGroupId
-
Gets the curve group name.
- getCurveGroupName() - Method in class com.opengamma.strata.market.curve.CurveId
-
Gets the curve group name.
- getCurveGroupName() - Method in class com.opengamma.strata.market.curve.CurveInputsId
-
Gets the curve group name.
- getCurveMetadata() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
Gets the metadata for the curve.
- getCurveName() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
Gets the curve name.
- getCurveName() - Method in class com.opengamma.strata.market.curve.CurveId
-
Gets the curve name.
- getCurveName() - Method in class com.opengamma.strata.market.curve.CurveInputsId
-
Gets the curve name.
- getCurveName() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets the curve name.
- getCurveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the curve name.
- getCurveNodes() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Gets the curve nodes.
- getCurveValuationDate() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Gets the curve valuation date.
- getCutOffStrike() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
-
Gets the cut-off strike.
- getData() - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
Gets the data.
- getData(Tenor) - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
-
Gets the raw option data for a given tenor.
- getData() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
-
Gets the map of tenor to option data.
- getData() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the cashflow data table.
- getData() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the calculation results.
- getDataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the sensitivity of the Alpha parameters to the raw data used for calibration.
- getDataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the sensitivity of the Alpha parameters to the raw data used for calibration.
- getDataSensitivityBeta() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the sensitivity of the Beta parameters to the raw data used for calibration.
- getDataSensitivityBeta() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the sensitivity of the Beta parameters to the raw data used for calibration.
- getDataSensitivityNu() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the sensitivity of the Nu parameters to the raw data used for calibration.
- getDataSensitivityNu() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the sensitivity of the Nu parameters to the raw data used for calibration.
- getDataSensitivityRho() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the sensitivity of the Rho parameters to the raw data used for calibration.
- getDataSensitivityRho() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the sensitivity of the Rho parameters to the raw data used for calibration.
- getDataType() - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
Gets the type of the raw data.
- getDate() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Gets the date that the payment is made.
- getDate() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the date that the payment is made.
- getDate() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Gets the date of the schedule period boundary at which the change occurs.
- getDate() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Gets the date.
- getDate() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
-
Gets the node date if the type is 'Fixed'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getDate() - Method in interface com.opengamma.strata.market.param.DatedParameterMetadata
-
Gets the date associated with the parameter.
- getDate() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
-
Gets the date associated with the parameter.
- getDate() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
-
Gets the date associated with the parameter.
- getDate() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
-
Gets the date associated with the parameter.
- getDate() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Gets the date that the payment is made.
- getDateCode() - Method in class com.opengamma.strata.product.etd.EtdVariant
-
Gets the optional date code, populated for Weekly and Daily.
- getDateOrder() - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Gets the date order rules that apply to this node within the curve.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateOrder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the date order rules, used to ensure that the dates in the curve are in order.
- getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Gets the sequence of dates that the future is based on.
- getDayCount() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex
-
Gets the day count convention of the index.
- getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the day count convention.
- getDayCount() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the day count convention of the index, which is '1/1'.
- getDayCount() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the day count, optional.
- getDayCount() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Gets the day count.
- getDayCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the day count, optional.
- getDayCount() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Gets the day count to measure the time in the expiry dimension.
- getDayCount() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition
-
Gets the day count to use.
- getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the day count to measure the time in the expiry dimension.
- getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the day count to measure the time in the expiry dimension.
- getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the day count used to calculate the expiry year fraction.
- getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the day count to measure the time in the expiry dimension.
- getDayCount() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Obtains day count convention.
- getDayCount() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
- getDayCount() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Gets the day count convention used for the expiry.
- getDayCount() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Gets the day count convention used for the expiry.
- getDayCount() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Gets the day count applicable to the model.
- getDayCount() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Gets the day count used to calculate the expiry year fraction.
- getDayCount() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Gets the day count used to calculate the expiry year fraction.
- getDayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the day count used to calculate the expiry year fraction.
- getDayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
-
Gets the day count to use.
- getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the day count of the period.
- getDayCount() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the day count convention applicable, defaulted to the day count of the index.
- getDayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the day count convention applicable,
providing a default result if no override specified.
- getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the day count convention applicable, defaulted to the day count of the index.
- getDayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the day count convention applicable,
providing a default result if no override specified.
- getDayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- getDayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the day count convention.
- getDayCount() - Method in interface com.opengamma.strata.product.swap.RateCalculation
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the day count convention.
- getDayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the day count convention applicable.
- getDayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the day count convention applicable,
providing a default result if no override specified.
- getDayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the day count convention applicable,
providing a default result if no override specified.
- getDayOfMonth() - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Gets the day-of-month that the roll convention implies.
- getDays() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the number of days to be added.
- getDecimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
Gets the number of decimal places to round to.
- getDefaultFixedLegDayCount() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex
-
Gets the default day count convention for the associated fixed leg.
- getDefaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the default day count convention for the associated fixed leg.
- getDefaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the default day count convention for the associated fixed leg.
- getDefaultParameter() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
-
Gets the default underlying parameter.
- getDefaultParameter() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
-
Gets the default underlying parameter.
- getDefaultTenor() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Gets a default tenor applicable for this floating rate.
- getDefinition() - Method in exception com.opengamma.strata.basics.schedule.ScheduleException
-
Gets the invalid schedule definition.
- getDeformationFunction() - Method in class com.opengamma.strata.market.surface.DeformedSurface
-
Gets the deformation function.
- getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the basket of deliverable bonds.
- getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the basket of deliverable bonds.
- getDeliveryBasketIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the basket of deliverable bonds.
- getDeliveryDate() - Method in class com.opengamma.strata.product.dsf.Dsf
-
Gets the delivery date.
- getDeliveryDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
Gets the delivery date.
- getDelta() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
Gets the delta of the different data points.
- getDelta() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Gets delta values.
- getDeltaFull() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Computes full delta for all strikes including put delta absolute value.
- getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Gets the period between the start date and the end date.
- getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Gets the period between the start date and the end date.
- getDerivative(int) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Gets the derivative of the variable with respect to an input.
- getDerivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
Gets the derivative function.
- getDerivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the derivative function.
- getDerivatives() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Gets the derivatives of the variable with respect to some inputs.
- getDescription() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Gets the human readable description of the product.
- getDetachmentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the detachment date.
- getDetachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the detachment date.
- getDiscountCurrencies() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
Gets the currencies for which the curve provides discount rates.
- getDiscountCurrencies() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Gets the set of currencies that discount factors are provided for.
- getDiscountCurrencies() - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets the set of currencies that discount factors are provided for.
- getDiscountCurrencies() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- getDiscountCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Gets the discount curves in the group, keyed by currency.
- getDiscountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the discount curves, defaulted to an empty map.
- getDiscountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow
-
Gets the discount factor.
- getDiscountFactor() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Gets the discount factor.
- getDiscountFactorAtLayer(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Obtains discount factor between the i-th layer to the (i+1)-th layer.
- getDiscountFactors() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
Gets the underlying discount factors for a single currency.
- getDiscountFactors() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
Gets the underlying discount factors for a single currency.
- getDiscountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
Gets the underlying discount factor curve.
- getDiscountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
Gets the underlying discount factor curve.
- getDiscounting() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
- getDiscounting() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the method to use for discounting.
- getDiscounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the method to use for discounting,
providing a default result if no override specified.
- getDiscountMarketDataIds(Currency) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Gets the identifiers used to obtain the discount factors for the specified currency.
- getEarliestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Get the earliest date contained in this time-series.
- getEarliestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Get the value held for the earliest date contained in this time-series.
- getEffectiveDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the effective date of the investment implied by the fixing date.
- getEffectiveDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the effective date of the investment implied by the fixing date.
- getEffectiveDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
Gets the effective date.
- getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the adjustment applied to the fixing date to obtain the effective date.
- getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the adjustment applied to the fixing date to obtain the effective date.
- getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the number of days to add to the fixing date to obtain the effective date.
- getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the number of days to add to the fixing date to obtain the effective date.
- getEffectiveEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the effective protection end date of the period.
- getEffectiveStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the effective protection start date of the period.
- getEndDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Gets the end date of the schedule.
- getEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the end date, which is the end of the last schedule period.
- getEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the end date of the schedule.
- getEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the end date of this period, used for financial calculations such as interest accrual.
- getEndDate() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Gets the end date of the period.
- getEndDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
-
Gets the end date of the period.
- getEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the end date of the product.
- getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the end date of the product.
- getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the accrual end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the accrual end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the accrual end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the end date of the accrual period.
- getEndDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
-
Gets the end date.
- getEndDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the end date of the deposit.
- getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the end date of the deposit.
- getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the end date of the deposit.
- getEndDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the end date of the deposit.
- getEndDate() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the end date, which is the termination date of the FRA.
- getEndDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the end date, which is the termination date of the FRA.
- getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Gets the fixing date associated with the end date of the accrual period.
- getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Gets the fixing date associated with the end date of the accrual period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
Gets the end date of the payment period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the end date of the accrual period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- getEndDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the accrual end date of the period.
- getEndDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the accrual end date of the swap.
- getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the accrual end date of the leg.
- getEndDate() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the accrual end date of the swap.
- getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets the accrual end date of the leg.
- getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
-
Gets the end date of the period.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional business day adjustment to apply to the end date.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the business day adjustment to apply to the end date,
providing a default result if no override specified.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the business day adjustment to apply to the end date,
providing a default result if no override specified.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the business day adjustment to apply to the end date,
providing a default result if no override specified.
- getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the business day adjustment to apply to the end date,
providing a default result if no override specified.
- getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
Gets the observation at the end.
- getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
-
Gets the observation at the end.
- getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
Gets the observation at the end.
- getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
-
Gets the observation at the end.
- getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
Gets the observation for interpolation at the end.
- getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
Gets the observation for interpolation at the end.
- getEntries() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets the configuration for building the curves in the group.
- getError() - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
Gets the measurement error of the option data.
- getEventPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Gets the underlying leg pricer.
- getExchangeId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Gets the ID of the exchange where the instruments derived from the product are traded.
- getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets ex-coupon period.
- getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets ex-coupon period.
- getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets ex-coupon period.
- getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets ex-coupon period.
- getExpiries() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
- getExpiries() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Gets the expiries associated with the volatility term.
- getExpiries() - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
Gets the expiry values.
- getExpiry() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
Gets the expiry date-time of the option.
- getExpiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
Gets the time to expiry of the option as a year fraction.
- getExpiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
Gets the time to expiry of the option as a year fraction.
- getExpiry() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
Gets the time to expiry of the option as a year fraction.
- getExpiry() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
Gets the time to expiry associated with the data.
- getExpiry() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
Gets the time to expiry of the option as a year fraction.
- getExpiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
Gets the time to expiry of the option as a year fraction.
- getExpiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
Gets the time to expiry of the option as a year fraction.
- getExpiry() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the expiry date-time.
- getExpiry() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the expiry of the option.
- getExpiry() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
Gets the year-month of the expiry.
- getExpiry() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Gets the year-month of the expiry.
- getExpiry() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
-
Gets the year-month of the expiry.
- getExpiry() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Gets the expiry date-time.
- getExpiry() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Gets the expiry date-time of the option.
- getExpiry() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the expiry date-time.
- getExpiry() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the expiry of the option.
- getExpiry() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets the expiry date-time of the option.
- getExpiry() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the expiry date-time.
- getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets the expiry date of the option.
- getExpiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the expiry date of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the expiry time of the option.
- getExpiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the expiry time of the option.
- getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the time-zone of the expiry time.
- getExpiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the time-zone of the expiry time.
- getExternalName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Gets the external name, typically from FpML, such as 'GBP-LIBOR-BBA'.
- getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the extrapolator for x-values on the left, defaulted to 'Flat".
- getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the extrapolator used to find points to the left of the leftmost point on the curve.
- getExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the left extrapolator for the SABR parameter curves.
- getExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the left extrapolator for the SABR parameters.
- getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the extrapolator for x-values on the right, defaulted to 'Flat".
- getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the extrapolator used to find points to the right of the rightmost point on the curve.
- getExtrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the right extrapolator for the SABR parameter curves.
- getExtrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the right extrapolator for the SABR parameters.
- getFailure() - Method in exception com.opengamma.strata.collect.result.FailureException
-
Returns the details of the failure.
- getFailure() - Method in class com.opengamma.strata.collect.result.Result
-
Returns the failure instance indicating the reason why the calculation failed.
- getFailures() - Method in class com.opengamma.strata.collect.result.FailureItems
-
Gets the failures.
- getFailures() - Method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Gets the failure items.
- getFarForwardPointsId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the identifier of the market data value which provides the FX forward points.
- getFarLeg() - Method in class com.opengamma.strata.product.fx.FxSwap
-
Gets the foreign exchange transaction at the later date.
- getFarLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
Gets the foreign exchange transaction at the later date.
- getField(String) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single field value from the row by header.
- getField(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single field value from the row by header pattern.
- getFieldName() - Method in interface com.opengamma.strata.data.ObservableId
-
Gets the field name in the market data record that contains the market data item.
- getFieldName() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
-
Gets the field name in the market data record that contains the market data item.
- getFieldName() - Method in class com.opengamma.strata.market.observable.QuoteId
-
Gets the field name in the market data record that contains the market data item.
- getFilter() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
Gets the filter that decides whether the perturbation should be applied to a piece of market data.
- getFinalFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the fixing date time of the final caplet/floorlet period.
- getFinalPeriod() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the final caplet/floorlet period.
- getFinalStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the final stub if it exists.
- getFinalStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Gets the final stub, optional.
- getFinalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the rate to be used in final stub, optional.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.Pair
-
Gets the first element in this pair.
- getFirst() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the first element in this pair.
- getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the first delivery date.
- getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the first delivery date.
- getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the first delivery date.
- getFirstFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the offset of the first fixing date from the first adjusted reset date, optional.
- getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the first index value
- getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the first index value
- getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the first index value
- getFirstIndexValue() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets the initial value of the index, optional.
- getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the first notice date.
- getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the first notice date.
- getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the first notice date.
- getFirstPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the first schedule period.
- getFirstRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the rate of the first reset period, which may be a stub, optional.
- getFirstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the rate of the first regular reset period, optional.
- getFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional start date of the first regular schedule period, which is the end date of the initial stub.
- getFirstStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
-
Gets the first date in the sequence.
- getFixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
Gets the fixed curve.
- getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Gets the market convention of the fixed leg.
- getFixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Obtains the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Obtains the fixed coupon rate.
- getFixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the fixed interest rate to be paid.
- getFixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the fixed rate of interest.
- getFixedRate() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the fixed rate of interest.
- getFixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the fixed rate of interest.
- getFixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Gets the fixed rate for the fixing date, optional.
- getFixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
Gets the fixed rate to use in the stub.
- getFixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Gets the fixed rate to use in the stub.
- getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the calendar that determines which dates are fixing dates.
- getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the calendar that determines which dates are fixing dates.
- getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the calendar that determines which dates are fixing dates.
- getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the calendar that the index uses.
- getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.RateIndex
-
Gets the calendar that determines which dates are fixing dates.
- getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Gets the resolved calendar that the index uses.
- getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Gets the resolved calendar that the index uses.
- getFixingDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Gets the date of the index fixing.
- getFixingDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the date of the index fixing.
- getFixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the date of the index fixing.
- getFixingDate() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
Gets the fixing date of the underlying future.
- getFixingDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the fixing date of the index.
- getFixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the date of the index fixing.
- getFixingDate() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the applicable fixing date.
- getFixingDate() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
-
Gets the fixing date.
- getFixingDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
Gets the fixing date.
- getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the adjustment applied to the maturity date to obtain the fixing date.
- getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the adjustment applied to the effective date to obtain the fixing date.
- getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the adjustment applied to the maturity date to obtain the fixing date.
- getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the adjustment applied to the effective date to obtain the fixing date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the offset of the fixing date from each adjusted reset date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the offset of the fixing date from the start date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the offset of the fixing date from the start date,
providing a default result if no override specified.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the offset of the fixing date from the start date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the offset of the fixing date from the start date,
providing a default result if no override specified.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the offset of the FX reset fixing date from each adjusted accrual date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the offset of the fixing date from each adjusted reset date.
- getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
The offset of the fixing date from each adjusted reset date,
providing a default result if no override specified.
- getFixingDateOffsetDays() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Gets the fixing date offset, in days, optional.
- getFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the fixing date-time of the index.
- getFixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Gets the fixing month.
- getFixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
- getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
- getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
- getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the base date that each fixing is made relative to, optional with defaulting getter.
- getFixings() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
Gets the time-series of fixings, defaulted to an empty time-series.
- getFixings() - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
-
Gets the time-series of fixings for the index.
- getFixings() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
Gets the time-series of fixings, defaulted to an empty time-series.
- getFixings() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
Gets the time-series of fixings, defaulted to an empty time-series.
- getFixings() - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Gets the time-series of fixings for the index.
- getFixings() - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Gets the time-series of fixings for the index.
- getFixings() - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
-
Gets the time-series of fixings for the index.
- getFixings() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
Gets the time-series of fixings, defaulted to an empty time-series.
- getFixings() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
Gets the monthly time-series of fixings.
- getFixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
-
Gets the list of fixings.
- getFixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the fixing time.
- getFixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Gets the fixing time.
- getFixingTime() - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Gets the fixing time of the index.
- getFixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the fixing time-zone.
- getFixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Gets the time-zone of the fixing time.
- getFixingZone() - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Gets the time-zone of the fixing time.
- getFlatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the market convention of the floating leg that does not have the spread applied.
- getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Gets the market convention of the floating leg.
- getFloatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the floating rate of interest.
- getFloatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the floating rate of interest.
- getFloatingRateName() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex
-
Gets the floating rate name for this index.
- getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
- getFloorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the optional floorlet strike.
- getFloorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the optional floorlet strike.
- getFloorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the floor schedule, optional.
- getFloorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the floor schedule, optional.
- getForecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow
-
Gets the forecast value of the cash flow.
- getFormatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
Gets the formatter to use to convert this type into a string.
- getForward() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
Gets the forward rate.
- getForward() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
Gets the forward rate.
- getForward() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
Gets the underlying swap forward rate.
- getForwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Gets the forward curves in the group, keyed by index.
- getForwardIndices() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Gets the set of indices that forward rates are provided for.
- getForwardMarketDataIds(Index) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Gets the identifiers used to obtain the forward rates for the specified index.
- getFpmlRoot() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets the FpML root element.
- getFraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
Gets the fraction of the smallest decimal place to round to.
- getFrequency() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Gets the periodic frequency of the schedule period.
- getFrequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the regular periodic frequency to use.
- getFrequency() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the periodic frequency used when building the schedule.
- getFrequency() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
-
Gets the frequency of the sequence.
- getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the frequency of the bond payments.
- getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the frequency of the bond payments.
- getFunction(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions
-
Gets the function that handles the specified target.
- getFunction() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Gets the function that will calculate the value.
- getFunctions() - Method in class com.opengamma.strata.calc.CalculationRules
-
Gets the calculation functions.
- getFuture() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
-
A future providing asynchronous notification when the results are available.
- getFutureExpiryDate() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
Gets the expiry date of the underlying future.
- getFuturePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
Gets the underlying future price.
- getFuturePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
Gets the underlying future price.
- getFxForwardRates() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
Gets the underlying FX forward rates.
- getFxForwardRates() - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
-
Gets the underlying FX forward rates.
- getFxRateId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the identifier used to obtain the FX rate market value, defaulted from the template.
- getFxRateId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the identifier used to obtain the FX rate market value, defaulted from the template.
- getFxRateProvider() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
Gets the provider of FX rates.
- getFxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the provider of foreign exchange rates.
- getFxRatesSource() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
Gets the source of market data for FX rates.
- getFxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the FX reset definition, optional.
- getFxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the FX reset definition, optional.
- getFxResetObservation() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Gets the FX reset definition, optional.
- getFxResetObservation() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod
-
Gets the FX reset observation, optional.
- getFxResetObservation() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
- getGearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the gearing multiplier, optional.
- getGearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets the gearing multiplier, optional.
- getGearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the gearing multiplier, optional.
- getGearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the gearing multiplier, defaulted to 1.
- getHeader() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Gets the column header.
- getHolidays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Gets the set of holiday dates.
- getIborIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- getIborIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the set of Ibor indices that are available.
- getIborLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
Gets the market convention of the floating leg.
- getIborLeg() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Gets the market convention of the Ibor leg.
- getIborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the rate to be observed.
- getIborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the Ibor rate observation.
- getId() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Gets the identifier for the calendar.
- getId() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Gets the identifier, such as 'GBLO'.
- getId() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
-
Gets the market data key identifying the quote.
- getId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Gets the ID of this contract specification.
- getId() - Method in class com.opengamma.strata.product.PositionInfo
-
Gets the primary identifier for the position, optional.
- getId() - Method in class com.opengamma.strata.product.SecurityInfo
-
Gets the security identifier.
- getId() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the primary identifier for the trade, optional.
- getIdentifier() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
-
- getIdentifier() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
-
Gets the identifier, which is the label.
- getIdentifier() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata
-
Gets the identifier, which is the label.
- getIdentifier() - Method in interface com.opengamma.strata.market.param.ParameterMetadata
-
Returns an object used to identify the parameter.
- getIdentifier() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
-
- getIdentifier() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
-
Gets the identifier, which is the tenor.
- getIdentifier() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
-
Gets the identifier, which is the tenor.
- getIdentifier() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
-
Gets the identifier, which is the year-month.
- getIdentifier() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
-
- getIdentifier() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
-
- getIdentifier() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
-
- getIdentifier() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
- getIdentifier() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
-
- getIdentifier() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
-
- getIdentifier() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
-
- getIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
- getIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
- getIds() - Method in class com.opengamma.strata.data.ImmutableMarketData
-
- getIds() - Method in interface com.opengamma.strata.data.MarketData
-
Gets the market data identifiers.
- getIds() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
- getIds() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Gets the market data identifiers.
- getIndex() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Gets the FX index.
- getIndex() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the Ibor index.
- getIndex() - Method in interface com.opengamma.strata.basics.index.IndexObservation
-
Gets the index to be observed.
- getIndex() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Gets the FX index.
- getIndex() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
-
Gets the index.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Gets the Ibor index for which the data is valid.
- getIndex() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Gets the Ibor index for which the data is valid.
- getIndex() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition
-
Gets the Ibor index for which the data is valid.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the Ibor index for which the data is valid.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the Ibor index for which the data is valid.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
-
Gets the FX index.
- getIndex() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Gets the FX index that the sensitivity refers to.
- getIndex() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
Gets the index of the underlying future for which the data is valid.
- getIndex() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
Gets the index of the underlying future.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
Gets the Ibor index that the sensitivity refers to.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
Gets the Ibor index that the sensitivity refers to.
- getIndex() - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Gets the Overnight index that the sensitivity refers to.
- getIndex() - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
Gets the index that the rates are for.
- getIndex() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
Gets the index that the values are for.
- getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the Ibor index of the leg.
- getIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the swap index.
- getIndex() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the swap index.
- getIndex() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the swap index of the leg.
- getIndex() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the Ibor index.
- getIndex() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the Ibor index.
- getIndex() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the index defining the FX rate to observe on the fixing date.
- getIndex() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the FX index.
- getIndex() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the underlying Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the Ibor index that the option is based on.
- getIndex() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Gets the underlying Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the Ibor index that the future is based on.
- getIndex() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the Ibor index that the option is based on.
- getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Gets the Ibor index.
- getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
-
Gets the underlying index.
- getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.swap.FxReset
-
Gets the FX index.
- getIndex() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the FX index used to obtain the FX reset rate.
- getIndex() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Gets the Ibor index to be used for the stub.
- getIndex() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets the index of prices.
- getIndex() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the Ibor index.
- getIndex() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Gets the Price index.
- getIndex() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the Overnight index.
- getIndex() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets the index of the underlying swap.
- getIndex() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the index of the underlying swap.
- getIndexCalculationMethod() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets reference price index calculation method.
- getIndexCalculationMethod() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Gets reference price index calculation method.
- getIndexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the forward curves, defaulted to an empty map.
- getIndexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the second Ibor index to be used for linear interpolation, optional.
- getIndexInterpolated() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Gets the second Ibor index to be used for the stub, linearly interpolated.
- getIndexName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Gets the root of the name of the index, such as 'GBP-LIBOR', to which the tenor is appended.
- getIndices() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
Gets the indices for which the curve provides forward rates.
- getInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets curve information of a specific type.
- getInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
- getInfo() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the additional curve information.
- getInfo(SurfaceInfoType<T>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
- getInfo() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the additional surface information.
- getInfo(SurfaceInfoType<T>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets surface information of a specific type.
- getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
-
- getInfo() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
-
- getInfo() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.dsf.DsfTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fra.FraTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.GenericSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in interface com.opengamma.strata.product.Position
-
Gets the standard position information.
- getInfo() - Method in interface com.opengamma.strata.product.ResolvedTrade
-
Gets the standard trade information.
- getInfo() - Method in interface com.opengamma.strata.product.Security
-
Gets the standard security information.
- getInfo() - Method in class com.opengamma.strata.product.SecurityPosition
-
Gets the additional position information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.SecurityTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Gets the additional trade information, defaulted to an empty instance.
- getInfo() - Method in interface com.opengamma.strata.product.Trade
-
Gets the standard trade information.
- getInitialGuess() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the initial guess values for the curve parameters.
- getInitialNotionalValue() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the initial notional value, specified in the payment currency.
- getInitialParameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the initial parameter values used in calibration.
- getInitialStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the initial stub if it exists.
- getInitialStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Gets the initial stub, optional.
- getInitialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the rate to be used in initial stub, optional.
- getInitialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Gets the initial value.
- getIntegrationsPoints(double, double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.credit.DoublesScheduleGenerator
-
Combines the discount curve nodes and credit curve nodes.
- getInterest() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the accrued interest.
- getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the interpolator.
- getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the interpolator used to find points on the curve.
- getInterpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the underlying interpolator.
- getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Gets the interpolator for the caplet volatilities.
- getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the interpolator for the SABR parameter curves.
- getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the interpolator for the SABR parameters.
- getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the interpolator for the caplet volatilities.
- getInterpolator() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
-
Gets the interpolator for the alpha, rho and nu surfaces.
- getIssuerCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Gets the issuer curves in the curve group, keyed by legal entity group and currency.
- getItems() - Method in class com.opengamma.strata.collect.result.Failure
-
Gets the set of failure items.
- getJacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Gets the inverse Jacobian matrix produced during curve calibration.
- getKnockType() - Method in interface com.opengamma.strata.product.option.Barrier
-
Obtains the knock type.
- getKnockType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
-
Gets the knock type.
- getKnownAmount() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
Gets the known amount to pay/receive for the stub.
- getKnownAmount() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Gets the known amount to pay/receive for the stub.
- getLabel() - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Gets the label to use for the node.
- getLabel() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode
-
Gets the label to use for the node.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Gets the label to use for the node.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Gets the label to use for the node.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the label to use for the node, may be empty.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
-
- getLabel() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Gets the label to use for the node, defaulted.
- getLabel() - Method in interface com.opengamma.strata.market.option.Strike
-
Gets a label describing the strike.
- getLabel() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
-
Gets the label that describes the parameter.
- getLabel() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata
-
Gets the label that describes the parameter.
- getLabel() - Method in interface com.opengamma.strata.market.param.ParameterMetadata
-
Gets the label that describes the parameter.
- getLabel() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
-
Gets the label that describes the parameter.
- getLabel() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
-
Gets the label that describes the parameter, defaulted to the tenor.
- getLabel() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
-
Gets the label that describes the parameter, defaulted to the tenor.
- getLabel() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
-
Gets the label that describes the parameter, defaulted to the year-month.
- getLabel() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
-
- getLabel() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
-
Gets the label that describes the node.
- getLabel() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
-
Gets the label that describes the node.
- getLabel() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
Gets the label that describes the node.
- getLabel() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
-
Gets the label that describes the node.
- getLabel() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
-
Gets the label that describes the node.
- getLabel() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
-
Gets the label that describes the node.
- getLag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Gets the positive period between the price index and the accrual date,
typically a number of months.
- getLag() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Gets the positive period between the price index and the accrual date,
typically a number of months.
- getLambdaExpiry() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Gets penalty intensity parameter for expiry dimension.
- getLambdaStrike() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Gets penalty intensity parameter for strike dimension.
- getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the last notice date.
- getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the last notice date.
- getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the last notice date.
- getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the last notice date.
- getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the last notice date.
- getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the last notice date.
- getLastPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the last schedule period.
- getLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional end date of the last regular schedule period, which is the start date of the final stub.
- getLastStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
-
Gets the last date in the sequence.
- getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the last trading date.
- getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the last trading date.
- getLastTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the last trading date.
- getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.Dsf
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Gets the last date of trading.
- getLastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the last date of trading, which is the same as the fixing date.
- getLastVolatility() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
Gets the last volatility of the volatility parameters.
- getLatestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Get the latest date contained in this time-series.
- getLatestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Get the value held for the latest date contained in this time-series.
- getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the first pay or receive leg of the swap.
- getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the first pay or receive leg of the swap.
- getLegalEntityGroup() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
Gets the legal entity group.
- getLegalEntityGroup() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Gets the legal entity group.
- getLegalEntityId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates
-
Gets the standard identifier of a legal entity.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the legal entity identifier.
- getLegalEntityId() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the legal entity identifier.
- getLegalEntityIds() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Gets the legal entity identifiers.
- getLegalEntityIds() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the legal entity identifiers.
- getLegalEntityIds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the legal entity identifiers.
- getLegPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Gets the underlying leg pricer.
- getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the legs of the swap with the specified type.
- getLegs() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the legs of the swap.
- getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the legs of the swap with the specified type.
- getLegs() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the legs of the swap.
- getLocator() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Gets the string form of the locator.
- getLongObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
-
Gets the longer Ibor index observation.
- getLongQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the long quantity of the security.
- getLongQuantity() - Method in class com.opengamma.strata.product.SecurityPosition
-
Gets the long quantity of the security.
- getLongShort() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Gets whether the option is long or short.
- getLongShort() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Gets whether the option is long or short.
- getLongShort() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets whether the option is long or short.
- getLongShort() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets whether the option is long or short.
- getLookup() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData
-
Gets the lookup that provides access to bond future volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData
-
Gets the lookup that provides access to bond future volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData
-
Gets the lookup that provides access to repo and issuer curves.
- getLookup() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData
-
Gets the lookup that provides access to repo and issuer curves.
- getLookup() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData
-
Gets the lookup that provides access to cap/floor volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData
-
Gets the lookup that provides access to cap/floor volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData
-
Gets the lookup that provides access to credit, discount and recovery rate curves.
- getLookup() - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData
-
Gets the lookup that provides access to credit, discount and recovery rate curves.
- getLookup() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData
-
Gets the lookup that provides access to FX options volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData
-
Gets the lookup that provides access to FX options volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData
-
Gets the lookup that provides access to Ibor future option volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData
-
Gets the lookup that provides access to Ibor future option volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData
-
Gets the lookup that provides access to discount curves and forward curves.
- getLookup() - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData
-
Gets the lookup that provides access to discount curves and forward curves.
- getLookup() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData
-
Gets the lookup that provides access to swaption volatilities.
- getLookup() - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData
-
Gets the lookup that provides access to swaption volatilities.
- getMap() - Method in class com.opengamma.strata.market.explain.ExplainMap
-
Gets the map of explanatory values.
- getMappings() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
Gets the market data filters and perturbations that define the scenarios.
- getMarketData() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
Gets the market data that provides the FX rates.
- getMarketData() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData
-
Gets the market data.
- getMarketData() - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData
-
Gets the market data.
- getMarketDataId() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId
-
Gets the market data identifier of the market data value.
- getMarketDataId() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
-
- getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter
-
Returns the type of market data ID handled by this filter.
- getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFunction
-
Returns the type of market data ID this function can handle.
- getMarketDataIdType() - Method in class com.opengamma.strata.measure.curve.CurveGroupMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.measure.curve.CurveInputsMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.measure.curve.CurveMarketDataFunction
-
- getMarketDataIdType() - Method in class com.opengamma.strata.measure.fx.FxRateMarketDataFunction
-
- getMarketDataName() - Method in interface com.opengamma.strata.data.NamedMarketDataId
-
Gets the market data name.
- getMarketDataName() - Method in class com.opengamma.strata.market.curve.CurveId
-
- getMarketDataName() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Gets the market data name.
- getMarketDataName() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Gets the market data name.
- getMarketDataName() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Gets the market data name.
- getMarketDataName() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
-
- getMarketDataName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
-
- getMarketDataName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
-
- getMarketDataName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
-
- getMarketDataName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
-
- getMarketDataType() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
Gets the type of market data handled by this mapping.
- getMarketDataType() - Method in class com.opengamma.strata.data.FxMatrixId
-
- getMarketDataType() - Method in class com.opengamma.strata.data.FxRateId
-
- getMarketDataType() - Method in interface com.opengamma.strata.data.MarketDataId
-
Gets the type of data this identifier refers to.
- getMarketDataType() - Method in class com.opengamma.strata.data.MarketDataName
-
Gets the type of data this name refers to.
- getMarketDataType() - Method in interface com.opengamma.strata.data.ObservableId
-
Gets the type of data this identifier refers to, which is a double.
- getMarketDataType() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Gets the type of the market data value used in each scenario.
- getMarketDataType() - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation
-
Returns the market data type that the perturbation changes.
- getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveGroupId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveInputsId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveName
-
- getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
-
- getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurvePointShifts
-
Deprecated.
- getMarketDataType() - Method in class com.opengamma.strata.market.FxRateShifts
-
- getMarketDataType() - Method in class com.opengamma.strata.market.GenericDoubleShifts
-
- getMarketDataType() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId
-
- getMarketDataType() - Method in class com.opengamma.strata.market.param.PointShifts
-
- getMarketDataType() - Method in class com.opengamma.strata.market.surface.SurfaceName
-
- getMarketDataType() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
-
- getMarketDataType() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesName
-
- getMarketDataType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
-
- getMarketDataType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesName
-
- getMarketDataType() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
-
- getMarketDataType() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName
-
- getMarketDataType() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
-
- getMarketDataType() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesName
-
- getMarketDataType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
-
- getMarketDataType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesName
-
- getMaturityDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Gets the date of the transfer implied by the fixing date.
- getMaturityDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the maturity date of the investment implied by the fixing date.
- getMaturityDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the maturity date of the investment implied by the fixing date.
- getMaturityDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
Gets the maturity date.
- getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the adjustment applied to the fixing date to obtain the maturity date.
- getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the adjustment applied to the effective date to obtain the maturity date.
- getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the adjustment applied to the fixing date to obtain the maturity date.
- getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the adjustment applied to the effective date to obtain the maturity date.
- getMaximumSteps() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
-
Gets the maximum number of steps for the root finder.
- getMeanReversion() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
Gets the mean reversion speed parameter.
- getMeasure() - Method in class com.opengamma.strata.calc.Column
-
Gets the measure to be calculated.
- getMeasure() - Method in class com.opengamma.strata.calc.ColumnHeader
-
Gets the measure that was calculated.
- getMeasure() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
-
Gets the measure to be calculated.
- getMeasures() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Gets the set of measures that will be calculated by this task.
- getMeasures() - Method in class com.opengamma.strata.pricer.curve.CurveCalibrator
-
Gets the measures.
- getMeasures() - Method in class com.opengamma.strata.pricer.curve.SyntheticCurveCalibrator
-
Gets the market quote measures.
- getMessage() - Method in class com.opengamma.strata.collect.result.Failure
-
Gets the error message associated with the failure.
- getMessage() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets the error message associated with the failure.
- getMetadata() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
- getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantCurve
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Gets the curve metadata.
- getMetadata() - Method in interface com.opengamma.strata.market.curve.Curve
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
- getMetadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
- getMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
Gets the curve metadata.
- getMetadata() - Method in class com.opengamma.strata.market.surface.ConstantSurface
-
Gets the surface metadata.
- getMetadata() - Method in class com.opengamma.strata.market.surface.DeformedSurface
-
Gets the surface metadata.
- getMetadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the surface metadata.
- getMetadata() - Method in interface com.opengamma.strata.market.surface.Surface
-
Gets the surface metadata.
- getMethod() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
-
Gets the cash settlement method.
- getMinGapInDays() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
-
Gets the minimum gap between two curve nodes, measured in calendar days.
- getMinorUnitDigits() - Method in class com.opengamma.strata.basics.currency.Currency
-
Gets the number of digits in the minor unit.
- getModel() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Returns a Hull-White one-factor model.
- getModifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Gets the value used to modify the base value.
- getMu() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
-
Gets the tail thickness parameter.
- getName() - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.basics.date.DateSequence
-
Gets the name that uniquely identifies this sequence.
- getName() - Method in interface com.opengamma.strata.basics.date.DayCount
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Gets the name that identifies this calendar.
- getName() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Gets the name that uniquely identifies this calendar.
- getName() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.basics.index.FxIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.basics.index.IborIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
- getName() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Gets the index name, such as 'EUR/GBP-ECB'.
- getName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets the index name, such as 'GBP-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the index name, such as 'GBP-SONIA'.
- getName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets the index name, such as 'GB-HICP'.
- getName() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.calc.Column
-
Gets the column name.
- getName() - Method in class com.opengamma.strata.calc.ColumnHeader
-
Gets the column name.
- getName() - Method in class com.opengamma.strata.calc.ImmutableMeasure
-
Gets the measure name.
- getName() - Method in interface com.opengamma.strata.calc.Measure
-
Gets the name that uniquely identifies this measure.
- getName() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the element name.
- getName() - Method in interface com.opengamma.strata.collect.named.Named
-
Gets the unique name of the instance.
- getName() - Method in interface com.opengamma.strata.collect.named.NamedEnum
-
Gets the unique name of the instance.
- getName() - Method in class com.opengamma.strata.collect.TypedString
-
Gets the name.
- getName() - Method in class com.opengamma.strata.data.MarketDataName
-
Gets the market data name.
- getName() - Method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
-
Gets the name that uniquely identifies this parser.
- getName() - Method in interface com.opengamma.strata.market.curve.Curve
-
Gets the curve name.
- getName() - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Gets the name of the curve group.
- getName() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets the name of the curve group.
- getName() - Method in class com.opengamma.strata.market.curve.CurveName
-
- getName() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the curve name.
- getName() - Method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator
-
Gets the name that uniquely identifies this extrapolator.
- getName() - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator
-
Gets the name that uniquely identifies this interpolator.
- getName() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Gets the name of the curve group.
- getName() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
- getName() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the curve name.
- getName() - Method in class com.opengamma.strata.market.param.ParameterSize
-
Gets the name of the market data.
- getName() - Method in interface com.opengamma.strata.market.surface.Surface
-
Gets the surface name.
- getName() - Method in class com.opengamma.strata.market.surface.SurfaceName
-
- getName() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
- getName() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
-
Gets the name of these volatilities.
- getName() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesName
-
- getName() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- getName() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Gets the name of the volatilities.
- getName() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Gets the name of these volatilities.
- getName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesName
-
- getName() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition
-
Gets the name of these volatilities.
- getName() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- getName() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the name.
- getName() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
- getName() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
Gets the name of the set of measures.
- getName() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
- getName() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
- getName() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Gets the name of these volatilities.
- getName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName
-
- getName() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
Gets the name of these volatilities.
- getName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesName
-
- getName() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
- getName() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- getName() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
- getName() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
- getName() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- getName() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the name.
- getName() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
-
Gets the name of the volatilities.
- getName() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Gets the name of these volatilities.
- getName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
-
Gets the name of the volatilities.
- getName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesName
-
- getName() - Method in class com.opengamma.strata.product.common.ExchangeId
-
Returns the Market Identifier Code (MIC) identifying the exchange.
- getName() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the convention name.
- getName() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the convention name, such as 'GBP-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the convention name, such as 'GBP-Deposit-ON'.
- getName() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the convention name, such as 'GBP-LIBOR-3M'.
- getName() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- getName() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Gets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.
- getName() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Gets the index name.
- getName() - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Gets the name that uniquely identifies this index.
- getName() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Gets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Gets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
Gets the convention name, such as 'USD-FED-FUND-AA-LIBOR-3M'.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Gets the convention name.
- getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.
- getName() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Gets the name that uniquely identifies this convention.
- getName() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the name that uniquely identifies this convention.
- getNearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap
-
Gets the foreign exchange transaction at the earlier date.
- getNearLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
Gets the foreign exchange transaction at the earlier date.
- getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the negative rate method, defaulted to 'AllowNegative'.
- getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the negative rate method, defaulted to 'AllowNegative'.
- getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the negative rate method, defaulted to 'AllowNegative'.
- getNodeIndices() - Method in class com.opengamma.strata.market.curve.CurvePointShifts
-
Deprecated.
Gets indices of each curve node, keyed by an object identifying the node.
- getNodeIndices() - Method in class com.opengamma.strata.market.param.PointShifts
-
Gets indices of each parameter, keyed by an object identifying the node.
- getNodes() - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Gets the nodes that define the curve.
- getNodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the nodes in the curve.
- getNodes() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the nodes of the underlying instruments.
- getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the nominal payment of the product.
- getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the nominal payment of the product.
- getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the non-deliverable currency.
- getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the non-deliverable currency.
- getNonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Gets keys identifying the market data values required for the calculations.
- getNotional() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Obtains the notional of underlying fixed coupon bonds.
- getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the notional amount, must be non-zero.
- getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Obtains the notional of underlying fixed coupon bonds.
- getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the notional amount, must be non-negative.
- getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotional() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the notional amount, must be non-negative.
- getNotional() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotional() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the notional amount, must be non-negative.
- getNotional() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the notional amount, must be non-negative.
- getNotional() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the notional amount, must be positive.
- getNotional() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Obtains the notional.
- getNotional() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Obtains the notional.
- getNotional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.dsf.Dsf
-
Gets the notional of the futures.
- getNotional() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
-
Gets the notional.
- getNotional() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
Gets the notional of the futures.
- getNotional() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the notional amount.
- getNotional() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the amount of the notional.
- getNotional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotionalAmount() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotionalAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotionalAmount() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod
-
The notional amount, positive if receiving, negative if paying.
- getNotionalAmount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the notional amount, positive if receiving, negative if paying.
- getNotionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the notional schedule.
- getNuCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Gets the nu (volatility of volatility) curve.
- getNumberOfSteps() - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator
-
Obtains number of time steps.
- getNumberOfSteps() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Obtains the number of time steps.
- getNuSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Gets the nu (volatility of volatility) surface.
- getObservableId() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getObservableId() - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode
-
Get the observable ID.
- getObservableId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Gets the identifier of the market data value that provides the quoted value.
- getObservableId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Gets the identifier of the market data value that provides the quoted value.
- getObservableId() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getObservableRateKey(CurrencyPair) - Method in class com.opengamma.strata.measure.fx.FxRateConfig
-
Returns a key identifying the market quote for an observable FX rate.
- getObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Gets keys identifying the market data values required for the calculations.
- getObservableSource() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
Gets the source of market data for FX, quotes and other observable market data.
- getObservableSource() - Method in class com.opengamma.strata.data.FxMatrixId
-
Gets the source of observable market data.
- getObservableSource() - Method in class com.opengamma.strata.data.FxRateId
-
Gets the source of observable market data.
- getObservableSource() - Method in interface com.opengamma.strata.data.ObservableId
-
Gets the source of market data from which the market data should be retrieved.
- getObservableSource() - Method in class com.opengamma.strata.market.curve.CurveGroupId
-
Gets the source of observable market data.
- getObservableSource() - Method in class com.opengamma.strata.market.curve.CurveId
-
Gets the source of observable market data.
- getObservableSource() - Method in class com.opengamma.strata.market.curve.CurveInputsId
-
Gets the source of observable market data.
- getObservableSource() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
-
Gets the source of observable market data.
- getObservableSource() - Method in class com.opengamma.strata.market.observable.QuoteId
-
Gets the source of observable market data.
- getObservation() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Gets the FX rate observation.
- getObservation() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
Gets the Ibor index observation.
- getObservation() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
Gets the Price index observation.
- getObservation() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Gets the Overnight rate observation.
- getObservation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the FX index observation.
- getObservation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Gets the Ibor index observation to use to determine a rate for the reset period.
- getObservation() - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
Gets the underlying index observation.
- getObservation() - Method in class com.opengamma.strata.product.swap.FxReset
-
Gets the FX index observation.
- getObservation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the FX index observation.
- getOmega() - Method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula
-
Gets the omega value.
- getOptionType() - Method in class com.opengamma.strata.product.etd.EtdVariant
-
Gets the optional option type, 'American' or 'European', populated for Flex Options.
- getOrder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Gets the curve order.
- getOrder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Gets the sensitivity order.
- getOriginalSurface() - Method in class com.opengamma.strata.market.surface.DeformedSurface
-
Gets the original surface.
- getOurPartyHrefId() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets our party href/id reference.
- getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Gets the currencies in the calculation results.
- getOutputCurrencies() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
Gets the currencies used in the calculation results.
- getOvernightIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- getOvernightIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the set of Overnight indices that are available.
- getOvernightLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
Gets the market convention of the floating leg.
- getOvernightLeg() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Gets the market convention of the overnight leg.
- getOverrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional start date of the first schedule period, overriding normal schedule generation.
- getPair() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Gets the currency pair.
- getPair() - Method in class com.opengamma.strata.data.FxRateId
-
Gets the currency pair that is required.
- getPair() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
Gets the currency pair.
- getParameter(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Returns the parameter that matches the specified query type throwing an exception if not available.
- getParameter(int) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
- getParameter(int) - Method in class com.opengamma.strata.market.curve.ConstantCurve
-
- getParameter(int) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- getParameter(int) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
- getParameter(int) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- getParameter(int) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
- getParameter(int) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
- getParameter(int) - Method in interface com.opengamma.strata.market.param.ParameterizedData
-
Gets the value of the parameter at the specified index.
- getParameter(int) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
-
Gets the value of the parameter at the specified index.
- getParameter(int) - Method in class com.opengamma.strata.market.surface.ConstantSurface
-
- getParameter(int) - Method in class com.opengamma.strata.market.surface.DeformedSurface
-
- getParameter(int) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
- getParameter(int) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
- getParameterCount() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
- getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantCurve
-
- getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- getParameterCount() - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Gets the number of parameters in the curve.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
Gets the number of parameters.
- getParameterCount() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
- getParameterCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- getParameterCount() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
- getParameterCount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
- getParameterCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
- getParameterCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
- getParameterCount() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Gets the number of parameters.
- getParameterCount() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Gets the number of parameters.
- getParameterCount() - Method in interface com.opengamma.strata.market.param.ParameterizedData
-
Gets the number of parameters.
- getParameterCount() - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
-
Gets the number of parameters.
- getParameterCount() - Method in class com.opengamma.strata.market.param.ParameterSize
-
Gets the number of parameters.
- getParameterCount() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Gets the number of parameters.
- getParameterCount() - Method in class com.opengamma.strata.market.surface.ConstantSurface
-
- getParameterCount() - Method in class com.opengamma.strata.market.surface.DeformedSurface
-
- getParameterCount() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
- getParameterCount() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
- getParameterCurveNodes() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the nodes of SABR parameter curves.
- getParameterKeys() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Obtains the parameter keys of the underlying curve.
- getParameterKeys() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
- getParameterKeys() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Obtains the parameter keys of the underlying curve.
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
- getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.Curve
-
- getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets the metadata of the parameter at the specified index.
- getParameterMetadata() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets metadata about each parameter underlying the curve, optional.
- getParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the metadata about the parameters.
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
- getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Gets the metadata of the parameter at the specified index.
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
- getParameterMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the parameter metadata of the curve, defaulted to empty metadata instances.
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Gets the parameter metadata at the specified index.
- getParameterMetadata() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Gets the list of parameter metadata.
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Gets the parameter metadata at the specified index.
- getParameterMetadata() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Gets the list of parameter metadata.
- getParameterMetadata(int) - Method in interface com.opengamma.strata.market.param.ParameterizedData
-
Gets the metadata of the parameter at the specified index.
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
-
Gets the metadata of the parameter at the specified index.
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Gets the parameter metadata at the specified index.
- getParameterMetadata() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Gets the list of parameter metadata.
- getParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the metadata about the parameters.
- getParameterMetadata(int) - Method in class com.opengamma.strata.market.surface.DeformedSurface
-
- getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Gets the metadata of the parameter at the specified index.
- getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.Surface
-
- getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the metadata of the parameter at the specified index.
- getParameterMetadata() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets metadata about each parameter underlying the surface, optional.
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
- getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
- getParameters() - Method in class com.opengamma.strata.calc.CalculationRules
-
Gets the calculation parameters, used to control the how the calculation is performed.
- getParameters() - Method in class com.opengamma.strata.calc.Column
-
Gets the calculation parameters that apply to this column, used to control the how the calculation is performed.
- getParameters() - Method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Gets the parameters, keyed by query type.
- getParameters() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Gets the additional parameters.
- getParameters() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
Gets the array of parameters for the curve function.
- getParameters() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
-
Gets the underlying parameters, keyed by target type.
- getParameters() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
-
Gets the underlying parameters, keyed by counterparty ID.
- getParameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the SABR model parameters.
- getParameters() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Gets the Hull-White model parameters.
- getParameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the SABR model parameters.
- getParameterSplit() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Gets the split of parameters between the underlying parameterized data.
- getParameterSplit() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Gets the split of parameters between the underlying parameterized data.
- getParties() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets the map of party identifiers keyed by href/id reference.
- getPayLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
Gets the optional pay leg of the product.
- getPayLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
Gets the optional pay leg of the product.
- getPayLeg() - Method in class com.opengamma.strata.product.cms.Cms
-
Gets the optional pay leg of the product.
- getPayLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms
-
Gets the optional pay leg of the product.
- getPayLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the first pay leg of the swap.
- getPayLeg() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the first pay leg of the swap.
- getPayLegPricer() - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Gets the pay leg pricer.
- getPayment() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
Gets the payment.
- getPayment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
Gets the payment to be made.
- getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Gets the payment.
- getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
Gets the payment.
- getPayment() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
Gets the notional exchange payment.
- getPaymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
Gets the payment amount.
- getPaymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
- getPaymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow
-
Gets the payment date.
- getPaymentDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
-
Gets the date that the payment is made.
- getPaymentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
- getPaymentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- getPaymentDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
- getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the date that payment occurs.
- getPaymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the date that payment occurs.
- getPaymentDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the payment date.
- getPaymentDate() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the payment date.
- getPaymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the date that payment occurs.
- getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the date that the forward settles.
- getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the date that the FX settles.
- getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the date that the forward settles.
- getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Returns the date that the transaction settles.
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the date that the payment is made.
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
- getPaymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the date that payment occurs.
- getPaymentDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent
-
Gets the date that the payment is made.
- getPaymentDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
-
Gets the date that the payment is made.
- getPaymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the payment date adjustment, optional.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the offset of payment from the base calculation period date, defaulted to 'None'.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the offset of payment from the base calculation period date.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the offset of the payment date from the start date,
providing a default result if no override specified.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the offset of payment from the base calculation period date.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the offset of payment from the base date,
providing a default result if no override specified.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the offset of payment from the base date,
providing a default result if no override specified.
- getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the offset of payment from the base date,
providing a default result if no override specified.
- getPaymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the additional payment events that are associated with the swap leg.
- getPaymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the payment events that are associated with the swap leg.
- getPaymentFrequency() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Gets the periodic frequency of payments, optional with defaulting getter.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the periodic frequency of payments.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the periodic frequency of payments.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the periodic frequency of payments,
providing a default result if no override specified.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the periodic frequency of payments,
providing a default result if no override specified.
- getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the periodic frequency of payments,
providing a default result if no override specified.
- getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the payment on default.
- getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the payment on default.
- getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the payment on default.
- getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the payment on default.
- getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the payment on default.
- getPaymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the periodic payments based on the fixed rate.
- getPaymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the periodic payments based on the fixed rate.
- getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the payment periods that combine to form the swap leg.
- getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the payment periods that combine to form the swap leg.
- getPaymentPricer() - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Gets the payment pricer.
- getPaymentPricer() - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
-
Gets the underlying payment pricer.
- getPaymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Gets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the periodic payment schedule.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the periodic payment schedule.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the payment schedule.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the payment schedule.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets the payment period schedule.
- getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets the payment schedule.
- getPayReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Gets whether the payment is to be paid or received.
- getPayReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets whether the leg is pay or receive.
- getPayReceive() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets whether the leg is pay or receive.
- getPeriod() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Gets the period to be added.
- getPeriod() - Method in class com.opengamma.strata.basics.date.Tenor
-
Gets the underlying period of the tenor.
- getPeriod() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Gets the underlying period of the frequency.
- getPeriod(int) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets a schedule period by index.
- getPeriod() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
-
Gets the period of the surface node.
- getPeriodEndDate(LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Gets the end date of the schedule period.
- getPeriodEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Finds the period end date given a date in the period.
- getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the periodic payments of the product.
- getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the periodic payments of the product.
- getPeriodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Gets the index of the schedule period boundary at which the change occurs.
- getPeriodPricer() - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Obtains the period pricer.
- getPeriodPricer() - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Obtains the underlying period pricer.
- getPeriodPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Gets the underlying leg pricer.
- getPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the schedule periods.
- getPeriodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Gets the period between the spot value date and the end date.
- getPeriodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Gets the period between the spot value date and the far date.
- getPeriodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Gets the period between the spot value date and the near date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Gets the period between the spot value date and the start date.
- getPerturbation() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
Gets perturbation that should be applied to market data as part of a scenario.
- getPremium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
Gets the optional premium of the product.
- getPremium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
Gets the optional premium of the product.
- getPremium() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
Gets the optional premium of the product.
- getPremium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
Gets the optional premium of the product.
- getPremium() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
-
Gets the premium of the FX option.
- getPremium() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
-
Gets the premium of the FX option.
- getPremium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
-
Gets the premium of the FX option.
- getPremium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
-
Gets the premium of the FX option.
- getPremium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
Gets the premium of the swaption.
- getPremium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Gets the premium of the swaption.
- getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the style of the option premium.
- getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the style of the option premium.
- getPremiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the style of the option premium.
- getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the style of the option premium.
- getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the style of the option premium.
- getPremiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the style of the option premium.
- getPresentValue() - Method in class com.opengamma.strata.market.amount.CashFlow
-
Gets the present value of the cash flow.
- getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
Gets the clean price at which the bond was traded.
- getPrice() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Gets the clean price at which the bond was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Gets the clean price at which the bond was traded.
- getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Gets the clean price at which the bond was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.dsf.DsfTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Gets the price that was traded, in decimal form.
- getPrice() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
-
Gets the price that was traded.
- getPrice() - Method in class com.opengamma.strata.product.SecurityTrade
-
Gets the price agreed when the trade occurred.
- getPriceIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- getPriceIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the set of Price indices that are available.
- getPriceInfo() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Gets the information about the security price.
- getPriceInfo() - Method in class com.opengamma.strata.product.SecurityInfo
-
Gets the information about the security price.
- getPricer() - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Gets the pricer.
- getProbabilityAtLayer(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Obtains the transition probability values at the i-th time layer.
- getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Gets the option that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
Gets the bond that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Gets the bond that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Gets the option that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Gets the resolved fixed coupon bond product.
- getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Gets the bond that was traded.
- getProduct() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
Gets the cap/floor product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
Gets the resolved Ibor cap/floor product.
- getProduct() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
Gets the CMS product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
Gets the resolved CMS product.
- getProduct() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
-
Gets the CDS index product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
Gets the CDS product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
-
Gets the resolved CDS index product.
- getProduct() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
Gets the resolved CDS product.
- getProduct() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
Gets the Ibor fixing deposit product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
Gets the resolved Ibor Fixing Deposit product.
- getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
Gets the resolved Term Deposit product.
- getProduct() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
Gets the term deposit product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.dsf.DsfTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.fra.FraTrade
-
Gets the FRA product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
Gets the resolved FRA product.
- getProduct() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
Gets the product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
Gets the product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
Gets the FX swap product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
Gets the resolved Non-Deliverable Forward (NDF) product.
- getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
Gets the resolved single FX product.
- getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
Gets the resolved FX swap product.
- getProduct() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
-
Gets the FX option product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
-
Gets the FX option product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
-
Gets the resolved barrier FX option product.
- getProduct() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
-
Gets the resolved vanilla FX option product.
- getProduct() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Gets the option that was traded.
- getProduct() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Gets the option that was traded.
- getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Gets the future that was traded.
- getProduct() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
Gets the product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
Gets the resolved bullet payment product.
- getProduct() - Method in interface com.opengamma.strata.product.ProductTrade
-
Gets the underlying product that was agreed when the trade occurred.
- getProduct() - Method in interface com.opengamma.strata.product.ResolvedTrade
-
Gets the underlying product that was agreed when the trade occurred.
- getProduct() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
-
Gets the product of the security that was traded.
- getProduct() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
Gets the resolved Swap product.
- getProduct() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
Gets the swap product that was agreed when the trade occurred.
- getProduct() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
Gets the resolved Swaption product.
- getProduct() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Gets the swaption product that was agreed when the trade occurred.
- getProductPricer() - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Gets the underlying product pricer.
- getProductPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Gets the underlying product pricer.
- getProperties() - Method in class com.opengamma.strata.collect.io.PropertiesFile
-
Gets all the key-value properties of this file.
- getProtectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the protection end date.
- getProtectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the protection end date.
- getProtectionStart() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the protection start of the day.
- getProtectionStart() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the protection start of the day.
- getProtectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the protection start of the day.
- getProtectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the protection start of the day.
- getProtectionStart() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the protection start of the day.
- getPublicationDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the date that the rate implied by the fixing date is published.
- getPublicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets the number of days to add to the fixing date to obtain the publication date.
- getPublicationDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Gets the number of days to add to the fixing date to obtain the publication date.
- getPublicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets the publication frequency of the index.
- getPublicationFrequency() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the frequency that the index is published.
- getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets put or call.
- getPutCall() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Gets whether the option is a put or call.
- getPutCall() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Returns the put/call flag.
- getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets whether the option is put or call.
- getPutCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets whether the option is put or call.
- getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Gets the quantity, indicating the number of bond contracts in the trade.
- getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.dsf.DsfTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Gets the net quantity of the security.
- getQuantity() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Gets the net quantity of the security.
- getQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition
-
Gets the net quantity of the security.
- getQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the net quantity of the security.
- getQuantity() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in interface com.opengamma.strata.product.Position
-
Gets the net quantity of the security.
- getQuantity() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
-
Gets the quantity that was traded.
- getQuantity() - Method in class com.opengamma.strata.product.SecurityPosition
-
Gets the net quantity of the security.
- getQuantity() - Method in interface com.opengamma.strata.product.SecurityQuantity
-
Gets the quantity of the security.
- getQuantity() - Method in class com.opengamma.strata.product.SecurityTrade
-
Gets the quantity that was traded.
- getQueryType() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
-
Gets the parameter query type.
- getQueryType() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
-
Gets the parameter query type.
- getQuote() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
-
Gets the CDS quote.
- getQuote() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
-
Gets the CDS index quote.
- getQuoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Gets the market quote convention.
- getQuoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Gets the market quote convention.
- getQuoteConvention() - Method in class com.opengamma.strata.product.credit.CdsQuote
-
Gets the CDS quote convention.
- getQuotedValue() - Method in class com.opengamma.strata.product.credit.CdsQuote
-
Gets the quoted value.
- getQuotes() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
-
Gets the values of the quotes.
- getRate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the fixed rate of interest.
- getRate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the fixed interest rate to be paid.
- getRate() - Method in class com.opengamma.strata.product.rate.FixedRateComputation
-
Gets the fixed rate to be paid.
- getRate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Gets the interest rate to be paid.
- getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the inflation rate calculation.
- getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the inflation rate calculation.
- getRateCalculation() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the inflation rate calculation.
- getRateComputation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the rate to be computed.
- getRateComputation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the rate to be computed.
- getRateComputationFn() - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Obtains the rate computation function.
- getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Gets the number of business days before the end of the period that the rate is cut off.
- getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Gets the number of business days before the end of the period that the rate is cut off.
- getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
- getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
- getRateDigits() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the number of digits in the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the identifier of the market data value which provides the price.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRateId() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the identifier of the market data value that provides the rate.
- getRates() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Gets the matrix with all the exchange rates.
- getRealCoupon() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the rate of real coupon.
- getReason() - Method in class com.opengamma.strata.collect.result.Failure
-
Gets the reason associated with the failure.
- getReason() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets the reason associated with the failure.
- getRebate() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
Gets for a 'out' option, the amount is paid when the barrier is reached;
for a 'in' option, the amount is paid at expiry if the barrier is not reached.
- getRebate() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
-
Gets for a 'out' option, the amount is paid when the barrier is reached;
for a 'in' option, the amount is paid at expiry if the barrier is not reached.
- getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
-
Gets the currency amount in which the amount is received.
- getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Gets the currency amount in which the amount is received.
- getReceiveLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the first receive leg of the swap.
- getReceiveLeg() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the first receive leg of the swap.
- getRecoveryRate() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
-
Gets the recovery rate.
- getReferenceCounterCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
Gets the currency counter to the reference currency.
- getReferenceCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
Gets the reference currency.
- getReferenceCurrency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Gets the reference currency.
- getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset
-
Gets the currency of the notional amount defined in the contract.
- getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Gets the currency of the notional amount defined in the contract.
- getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Gets the reference currency, as defined in the contract.
- getReferenceData() - Method in interface com.opengamma.strata.loader.csv.CsvInfoResolver
-
Gets the reference data being used.
- getReferenceData() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets the reference data.
- getReferenceData() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the reference data.
- getReferenceDataType() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Gets the type of data this identifier refers to.
- getReferenceDataType() - Method in interface com.opengamma.strata.basics.ReferenceDataId
-
Gets the type of data this identifier refers to.
- getReferenceDataType() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
-
Gets the type of data this identifier refers to.
- getReferenceDataType() - Method in class com.opengamma.strata.product.SecurityId
-
Gets the type of data this identifier refers to.
- getReferenceDate() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
Gets the date to query the rate for.
- getReferences() - Method in class com.opengamma.strata.collect.io.XmlFile
-
Gets the reference map of id to element.
- getReferences() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Gets the map of href/id references.
- getRegion() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets the region of the index.
- getRegion() - Method in interface com.opengamma.strata.basics.index.PriceIndex
-
Gets the region that the index is defined for.
- getRegularPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the regular schedule periods.
- getRelativeTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
-
Gets the relative tolerance for the root finder.
- getRemainingTokens() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Returns the tokens remaining in the expression after evaluation.
- getRepoCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Gets the repo curves in the curve group, keyed by repo group and currency.
- getRepoGroup() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
Gets the repo group.
- getRepoGroup() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Gets the repo group.
- getReportingCurrency() - Method in class com.opengamma.strata.calc.CalculationRules
-
Gets the reporting currency, used to control currency conversion.
- getReportingCurrency() - Method in class com.opengamma.strata.calc.Column
-
Gets the reporting currency, used to control currency conversion, optional.
- getReportingCurrency() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
-
Gets the reporting currency.
- getReportType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
-
- getReportType() - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader
-
Gets the type of report handled by this loader.
- getReportType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
-
- getResetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Gets the periodic frequency of reset dates.
- getResetMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Gets the rate reset method, defaulted to 'Unweighted'.
- getResetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the reset schedule, used when averaging rates, optional.
- getResult(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Gets the result of the calculation, casting the result to a known type.
- getResult() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Gets the result of the calculation.
- getResult() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Returns the result of evaluating the expression against the object.
- getResultCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Gets the holiday calendar that will be applied to the result.
- getRhoCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the rho (correlation) curve.
- getRhoCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the rho (correlation) curve.
- getRhoCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Gets the rho (correlation) curve.
- getRhoSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Gets the rho (correlation) surface.
- getRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional convention defining how to roll dates.
- getRollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the roll convention used when building the schedule.
- getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the roll convention of the bond payments.
- getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the roll convention of the bond payments.
- getRollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the convention defining how to roll dates, optional with defaulting getter.
- getRollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the convention defining how to roll dates,
providing a default result if no override specified.
- getRollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the convention defining how to roll dates,
providing a default result if no override specified.
- getRollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the convention defining how to roll dates,
providing a default result if no override specified.
- getRoot() - Method in class com.opengamma.strata.collect.io.XmlFile
-
Gets the root element of this file.
- getRounding() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the definition of how to round the futures price, defaulted to no rounding.
- getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the definition of how to round the option price, defaulted to no rounding.
- getRowCount() - Method in class com.opengamma.strata.calc.Results
-
Gets the number of rows in the results.
- getRowCount() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
- getRowCount() - Method in interface com.opengamma.strata.report.Report
-
Gets the number of rows in the report table.
- getRowCount() - Method in class com.opengamma.strata.report.trade.TradeReport
-
- getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
Gets the row index of the value in the results grid.
- getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Gets the index of the row in the grid of results.
- getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
-
Gets the row index of the cell in the results grid.
- getRunInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the instant at which the report was run.
- getRunInstant() - Method in interface com.opengamma.strata.report.Report
-
Gets the instant at which the report was run, which is independent of the valuation date.
- getRunInstant() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the instant at which the report was run.
- getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the SABR formula.
- getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the SABR formula.
- getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Gets the SABR volatility formula.
- getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Gets the SABR volatility formula.
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
Returns the number of scenarios for which this mapping can generate data.
- getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
Returns the number of scenarios.
- getScenarioCount() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
- getScenarioCount() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
-
- getScenarioCount() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
- getScenarioCount() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Gets the number of scenarios for which this box contains data.
- getScenarioCount() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns the number of currency values for each currency.
- getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioArray
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation
-
Returns the number of scenarios for which this perturbation generates data.
- getScenarioCount() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
-
- getScenarioCount() - Method in class com.opengamma.strata.market.curve.CurvePointShifts
-
Deprecated.
- getScenarioCount() - Method in class com.opengamma.strata.market.FxRateShifts
-
- getScenarioCount() - Method in class com.opengamma.strata.market.GenericDoubleShifts
-
- getScenarioCount() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
-
- getScenarioCount() - Method in class com.opengamma.strata.market.param.PointShifts
-
- getScenarioCount() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData
-
Gets the number of scenarios.
- getScenarioCount() - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData
-
Gets the number of scenarios.
- getScenarioMarketDataType() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId
-
Gets the type of the object containing the market data for all scenarios.
- getScenarioMarketDataType() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
-
- getScenarioNames() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
Gets the names of the scenarios.
- getScenarioValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Gets the market data value containing data for multiple scenarios.
- getScenarioValue(ScenarioMarketDataId<T, U>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Gets an object containing market data for multiple scenarios.
- getScheme() - Method in class com.opengamma.strata.basics.StandardId
-
Gets the scheme that categorizes the identifier value.
- getSeasonality() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
Gets describes the monthly seasonal adjustments.
- getSeasonality() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
- getSeasonalityDefinitions() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets definitions which specify which seasonality should be used for some price index curves.
- getSeasonalityMonthOnMonth() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition
-
Gets the month on month adjustment.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.Pair
-
Gets the second element in this pair.
- getSecond() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the second element in this pair.
- getSecurity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Gets the underlying security.
- getSecurity() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
Gets the security that was traded.
- getSecurity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Gets the underlying security.
- getSecurity() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
Gets the security that was traded.
- getSecurity() - Method in interface com.opengamma.strata.product.etd.EtdPosition
-
Gets the underlying ETD security.
- getSecurity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the underlying security.
- getSecurity() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the security that was traded.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.dsf.Dsf
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
Gets the security identifier.
- getSecurityId() - Method in interface com.opengamma.strata.product.etd.EtdPosition
-
Gets the security identifier.
- getSecurityId() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
-
- getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurity
-
- getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.index.IborFuture
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the security identifier.
- getSecurityId() - Method in interface com.opengamma.strata.product.Position
-
Gets the identifier of the underlying security.
- getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProduct
-
Gets the security identifier.
- getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
-
Gets the security identifier.
- getSecurityId() - Method in interface com.opengamma.strata.product.Security
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.SecurityPosition
-
Gets the identifier of the underlying security.
- getSecurityId() - Method in interface com.opengamma.strata.product.SecurityQuantity
-
Gets the security identifier.
- getSecurityId() - Method in class com.opengamma.strata.product.SecurityTrade
-
Gets the identifier of the security that was traded.
- getSensitivities() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Gets the parameter sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Gets the parameter sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Gets the parameter sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Gets the immutable list of point sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Gets the point sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
-
Gets the sensitivities.
- getSensitivities() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
-
Gets the sensitivities.
- getSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Gets a single sensitivity instance by name and currency.
- getSensitivity(MarketDataName<?>, MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Gets a single sensitivity instance by names and currency.
- getSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Returns the sensitivity to the market data specified by name.
- getSensitivity() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Gets the parameter sensitivity values.
- getSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Gets a single sensitivity instance by name and currency.
- getSensitivity() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Gets the parameter sensitivity values.
- getSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Gets a single sensitivity instance by name.
- getSensitivity() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Gets the parameter sensitivity values.
- getSensitivity() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
-
Gets the point sensitivity value.
- getSensitivity() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
- getSensitivity() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
Gets the value of the sensitivity.
- getSensitivity() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
Gets the value of the sensitivity.
- getSensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
Gets the parameter sensitivity function.
- getSensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the parameter sensitivity function.
- getSensitivityType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
Gets the type of the sensitivity.
- getSensitivityType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
Gets the type of the sensitivity.
- getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Gets the settlement of the bond trade.
- getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the settlement currency.
- getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the settlement currency.
- getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
- getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
- getSettlementDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Gets the settlement date.
- getSettlementDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Gets the settlement date.
- getSettlementDate() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
-
Gets the settlement date.
- getSettlementDate() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the settlement date, optional.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Get the number of days between valuation date and settlement date.
- getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the number of days between valuation date and settlement date.
- getSettlementNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Gets the settlement notional.
- getSettlementType() - Method in class com.opengamma.strata.product.etd.EtdVariant
-
Gets the optional settlement type, such as 'Cash' or 'Physical', populated for Flex Futures and Flex Options.
- getSettlementType() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
-
- getSettlementType() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
-
- getSettlementType() - Method in interface com.opengamma.strata.product.swaption.SwaptionSettlement
-
Gets the settlement type of swaption.
- getShift() - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
Gets the shift for which the raw data is valid.
- getShiftAmount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
Gets the amount by which y-values are shifted.
- getShiftAmount() - Method in class com.opengamma.strata.market.FxRateShifts
-
Gets the shifts to apply to FxRate.
- getShiftAmount() - Method in class com.opengamma.strata.market.GenericDoubleShifts
-
Gets the shifts to apply to a Double value.
- getShiftAmounts() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
-
Gets the amount by which the y-values are shifted.
- getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Gets the shift parameter of shifted Black model.
- getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the shift curve.
- getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Gets the shift curve.
- getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the shift parameter of shifted Black model.
- getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Gets the shift parameter of shifted Black model.
- getShiftCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Gets the shift parameter of shifted SABR model.
- getShifts() - Method in class com.opengamma.strata.market.curve.CurvePointShifts
-
Deprecated.
Gets the shift to apply to the rates.
- getShifts() - Method in class com.opengamma.strata.market.param.PointShifts
-
Gets the shift to apply to the rates.
- getShiftSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Gets the shift parameter of shifted SABR model.
- getShiftType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
-
Gets the type of shift to apply to the y-values of the curve.
- getShiftType() - Method in class com.opengamma.strata.market.curve.CurvePointShifts
-
Deprecated.
Gets the type of shift applied to the curve rates.
- getShiftType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
Gets the type of shift to apply to the y-values of the curve.
- getShiftType() - Method in class com.opengamma.strata.market.FxRateShifts
-
Gets the type of shift applied to the FX rate.
- getShiftType() - Method in class com.opengamma.strata.market.GenericDoubleShifts
-
Gets the type of shift applied to a Double value.
- getShiftType() - Method in class com.opengamma.strata.market.param.PointShifts
-
Gets the type of shift applied to the parameters.
- getShortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
-
Gets the shorter Ibor index observation.
- getShortQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Gets the short quantity of the security.
- getShortQuantity() - Method in class com.opengamma.strata.product.SecurityPosition
-
Gets the quantity that was traded.
- getSimpleMoneyness() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
-
Gets the simple moneyness of the surface node.
- getSingleValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Gets the single market data value used for all scenarios if available.
- getSize() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Gets the size of this array.
- getSmile() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
Gets the volatility model.
- getSmile() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
-
Gets the smile.
- getSmileCount() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Gets the number of smiles.
- getSpot() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Obtains the spot.
- getSpotDateOffset() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Gets the offset of the start date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Gets the offset of the start date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Gets the offset of the spot value date from the trade date,
providing a default result if no override specified.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Gets the offset of the spot value date from the trade date,
providing a default result if no override specified.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the offset of the spot value date from the trade date.
- getSpread() - Method in class com.opengamma.strata.market.GenericDoubleShifts
-
Gets the constant spread.
- getSpread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Gets the spread rate, with a 5% rate expressed as 0.05, optional.
- getSpread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Gets the spread rate, optional.
- getSpread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the spread rate, defaulted to 0.
- getSpreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
Gets the spread curve.
- getSpreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Gets the market convention of the floating leg to which the spread leg is added.
- getSpreadFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Gets the market convention of the floating leg to which the spread leg is added.
- getSpreadId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the identifier of the market data value which provides the spread.
- getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Gets the market convention of the floating leg that has the spread applied.
- getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Gets the market convention of the floating leg that has the spread applied.
- getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Gets the market convention of the fixed leg for the spread.
- getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Gets the market convention of the floating leg that has the spread applied.
- getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Gets the market convention of the spread leg.
- getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Gets the market convention of the floating leg that has the spread applied.
- getStackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Gets stack trace where the failure occurred.
- getStandardId() - Method in interface com.opengamma.strata.data.ObservableId
-
Gets the standard identifier identifying the data.
- getStandardId() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
-
Gets the identifier of the data.
- getStandardId() - Method in class com.opengamma.strata.market.observable.QuoteId
-
Gets the identifier of the data.
- getStandardId() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
-
Gets the standard two-part identifier.
- getStandardId() - Method in class com.opengamma.strata.product.SecurityId
-
Gets the standard two-part identifier.
- getStartDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Gets the start date of the schedule.
- getStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the start date, which is the start of the first schedule period.
- getStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the start date of the schedule.
- getStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the start date of this period, used for financial calculations such as interest accrual.
- getStartDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
-
Gets the start date of the period.
- getStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets the start date of the product.
- getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets the start date of the product.
- getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Gets the accrual start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Gets the accrual start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the accrual start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the start date of the accrual period.
- getStartDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
-
Gets the start date.
- getStartDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Gets the start date of the deposit.
- getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the start date of the deposit.
- getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the start date of the deposit.
- getStartDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Gets the start date of the deposit.
- getStartDate() - Method in class com.opengamma.strata.product.fra.Fra
-
Gets the start date, which is the effective date of the FRA.
- getStartDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the start date, which is the effective date of the FRA.
- getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Gets the fixing date associated with the start date of the accrual period.
- getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Gets the fixing date associated with the start date of the accrual period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
Gets the start date of the payment period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the start date of the accrual period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- getStartDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Gets the accrual start date of the period.
- getStartDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Gets the accrual start date of the swap.
- getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the accrual start date of the leg.
- getStartDate() - Method in class com.opengamma.strata.product.swap.Swap
-
Gets the accrual start date of the swap.
- getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets the accrual start date of the leg.
- getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
-
Gets the start date of the period.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional business day adjustment to apply to the start date.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the business day adjustment to apply to the start date,
providing a default result if no override specified.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the business day adjustment to apply to the start date,
providing a default result if no override specified.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the business day adjustment to apply to the start date,
providing a default result if no override specified.
- getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the business day adjustment to apply to the start date,
providing a default result if no override specified.
- getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
Gets the start index value.
- getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
-
Gets the start index value.
- getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
Gets the observation at the start.
- getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
-
Gets the observation at the start.
- getStartSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
Gets the observation for interpolation at the start.
- getStateValue() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Gets the state value.
- getStateValueAtLayer(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Obtains the state values at the i-th time layer.
- getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.Cds
-
Gets the number of days between valuation date and step-in date.
- getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Gets the number of days between valuation date and step-in date.
- getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Gets the number of days between valuation date and step-in date.
- getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Gets the number of days between valuation date and step-in date.
- getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the number of days between valuation date and step-in date.
- getSteps() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Gets the steps defining the change in the value.
- getStepSequence() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Gets the sequence of steps changing the value.
- getStrike() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
Gets the strike rate.
- getStrike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
-
Gets the strike of the surface node.
- getStrike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
-
Gets the strike of the surface node.
- getStrike() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
Gets the strike rate.
- getStrike() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
Gets the strike of the surface node.
- getStrike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
Gets the swaption strike rate.
- getStrike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
-
Gets the strike of the surface node.
- getStrike() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the strike value.
- getStrike() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Obtains the strike value.
- getStrike() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Gets the strike rate.
- getStrikeCount() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Gets the number of strikes.
- getStrikeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Gets the left extrapolator used in the strike dimension.
- getStrikeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Gets the right extrapolator used in the strike dimension.
- getStrikeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Gets the interpolator used in the strike dimension.
- getStrikePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
Gets the option strike price.
- getStrikePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
Gets the option strike price.
- getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the strike price, represented in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the strike price, represented in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the strike price, represented in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Gets the strike price, in decimal form, may be negative.
- getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the strike price, in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the strike price, in decimal form.
- getStrikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the strike price, in decimal form.
- getStrikes() - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
Gets the strike values.
- getStrikeType() - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
Gets the value type of the strike-like dimension.
- getStubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Gets the optional convention defining how to handle stubs.
- getStubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Gets the convention defining how to handle stubs, optional with defaulting getter.
- getStubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Gets the convention defining how to handle stubs,
providing a default result if no override specified.
- getStubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the convention defining how to handle stubs,
providing a default result if no override specified.
- getStubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Gets the convention defining how to handle stubs,
providing a default result if no override specified.
- getSurface() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
Gets the Black volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the Black volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
Gets the normal volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the Black volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
Gets the Black volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
Gets the normal volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
Gets the Black volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
Gets the normal volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
Gets the normal volatility surface.
- getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
Gets the normal volatility surface.
- getSurfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the surface name.
- getSurfaceName() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the surface name.
- getSurvivalProbabilities() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Gets the underlying curve.
- getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Gets the swap pricer.
- getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Gets the swap pricer.
- getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets settlement method.
- getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets settlement method.
- getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationResults
-
Gets the target of the calculation, often a trade.
- getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
Gets the target for which the value will be calculated.
- getTargets() - Method in class com.opengamma.strata.basics.CalculationTargetList
-
Gets the targets.
- getTargets() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Gets the targets that calculations will be performed on.
- getTargets() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the targets on which the results are calculated.
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator
-
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
Gets the type against which tokens can be evaluated in this implementation.
- getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
-
- getTaskRunner() - Method in interface com.opengamma.strata.calc.CalculationRunner
-
Gets the underlying task runner.
- getTasks() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Gets the tasks that perform the individual calculations.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Gets the template for the single names associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Gets the template for the CDS associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Gets the template for the FRA associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Gets the template for the FX Swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Gets the template for the Ibor fixing deposit associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Gets the template for the Ibor Futures associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Gets the template for the term deposit associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Gets the template for the swap associated with this node.
- getTemplate() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Gets the template for creating Fixed-Ibor swap.
- getTemplate() - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Gets the template for creating Fixed-Ibor swap.
- getTenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Gets the tenor to be added.
- getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- getTenor() - Method in interface com.opengamma.strata.basics.index.RateIndex
-
Gets the tenor of the index.
- getTenor() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Gets the period between the start date and the end date.
- getTenor() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
-
Gets the tenor associated with the parameter.
- getTenor() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
-
Gets the tenor associated with the parameter.
- getTenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
Gets the underlying swap tenor.
- getTenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
Gets the underlying swap tenor.
- getTenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
-
Gets the tenor of the surface node.
- getTenor() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
-
Gets the tenor of the credit default swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Gets the tenor of the swap.
- getTenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Gets the tenor of the swap.
- getTenors() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Gets the active tenors that are applicable for this floating rate.
- getTenors() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
- getTenors() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
-
Gets the set of tenors.
- getThird() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the third element in this pair.
- getTickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Gets the size of each tick.
- getTickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Gets the monetary value of one tick.
- getTime(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Obtains the time for the i-th layer.
- getTime() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Gets the time.
- getTimeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Gets the left extrapolator used in the time dimension.
- getTimeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Gets the right extrapolator used in the time dimension.
- getTimeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Gets the interpolator used in the time dimension.
- getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
- getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
- getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Gets keys identifying the time series of market data values required for the calculations.
- getTimeSeries(ObservableId) - Method in class com.opengamma.strata.data.ImmutableMarketData
-
- getTimeSeries() - Method in class com.opengamma.strata.data.ImmutableMarketData
-
Gets the time-series.
- getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.data.MarketData
-
Gets the time-series identified by the specified identifier, empty if not found.
- getTimeSeries(ObservableId) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
- getTimeSeries() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Gets the time-series of market data values.
- getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Gets the time-series associated with the specified identifier, empty if not found.
- getTimeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the time-series, defaulted to an empty map.
- getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
Gets the failures that occurred when building time series of market data values.
- getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
Gets the failures that occurred when building time series of market data values.
- getTimeSeriesIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
- getTimeSeriesIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
- getTimeSeriesIds() - Method in class com.opengamma.strata.data.ImmutableMarketData
-
- getTimeSeriesIds() - Method in interface com.opengamma.strata.data.MarketData
-
Gets the time-series identifiers.
- getTimeSeriesIds() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
- getTimeSeriesIds() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Gets the time-series identifiers.
- getTimeSeriesRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
Gets the market data identifiers of the time-series of required for the calculation.
- getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets the total number of parameters in the group.
- getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Gets the total number of parameters.
- getTotalWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
-
Gets total weight of all the fixings in this observation.
- getTrade() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
-
Gets the trade that describes the parameter.
- getTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Gets the trade date.
- getTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Gets the trade date.
- getTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Gets the trade date.
- getTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Gets the trade date.
- getTradeDate() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the trade date, optional.
- getTradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements
-
Gets the trade-level measure requirements.
- getTradePricer() - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
-
Obtains the trade pricer used in this calibration.
- getTradeTime() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the trade time, optional.
- getTradeType() - Method in interface com.opengamma.strata.pricer.curve.CalibrationMeasure
-
Gets the trade type of the calibrator.
- getTradeType() - Method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
-
- getTradeType() - Method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
-
- getTradeType() - Method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
- getTradeTypes() - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
Gets the supported trade types.
- getTradeUnitValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
Returns the value of a single tradeable unit of the security.
- getTransitionProbability() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Gets the transition probability.
- getTriangulationCurrency() - Method in class com.opengamma.strata.basics.currency.Currency
-
Gets the preferred triangulation currency.
- getTriangulationCurrency() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
Gets the triangulation currency to use.
- getType() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Gets the type of the index - Ibor, Overnight or Price.
- getType() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Gets the type of the index.
- getType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Gets the type of adjustment to make.
- getType() - Method in class com.opengamma.strata.calc.ReportingCurrency
-
Gets the type of reporting currency.
- getType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Gets the type of the leg, such as Fixed or Ibor.
- getType() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
-
Gets the method by which the date of the node is calculated, defaulted to 'End'.
- getType() - Method in class com.opengamma.strata.market.option.DeltaStrike
-
- getType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
- getType() - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
- getType() - Method in class com.opengamma.strata.market.option.SimpleStrike
-
- getType() - Method in interface com.opengamma.strata.market.option.Strike
-
Gets the type of the strike.
- getType() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
Gets the type of the contract - future or option.
- getType() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
- getType() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
- getType() - Method in interface com.opengamma.strata.product.etd.EtdPosition
-
Gets the type of the contract - future or option.
- getType() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
-
Gets the type of the contract - future or option.
- getType() - Method in class com.opengamma.strata.product.etd.EtdVariant
-
Gets the type of ETD - Monthly, Weekly or Daily.
- getType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- getType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- getType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- getType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- getType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- getType() - Method in interface com.opengamma.strata.product.swap.RateCalculation
-
Gets the type of the leg, such as Fixed or Ibor.
- getType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- getType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the type of the leg, such as Fixed or Ibor.
- getType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Gets the type of the leg, such as Fixed or Ibor.
- getType() - Method in interface com.opengamma.strata.product.swap.SwapLeg
-
Gets the type of the leg, such as Fixed or Ibor.
- getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
Gets the unadjusted date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
The unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
The unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
Gets the unadjusted end date.
- getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the unadjusted end date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
The unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
The unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
Gets the unadjusted start date.
- getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the unadjusted start date.
- getUnderlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
Gets the underlying market data.
- getUnderlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
Gets the underlying market data.
- getUnderlying() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
Gets the underlying curve, before the seasonality adjustment.
- getUnderlying() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Gets the underlying foreign exchange transaction.
- getUnderlying() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Gets the underlying foreign exchange transaction.
- getUnderlying() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Gets the underlying swap.
- getUnderlying() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Gets the underlying swap.
- getUnderlyingCurve() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
Gets the underlying curve.
- getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Gets the underlying future.
- getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Gets the underlying future.
- getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Gets the underlying future.
- getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Gets the underlying future.
- getUnderlyingFutureId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Gets the identifier of the underlying future.
- getUnderlyingFutureId() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Gets the identifier of the underlying future.
- getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
- getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
- getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
- getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
- getUnderlyingIds() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
-
- getUnderlyingIds() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
-
- getUnderlyingIds() - Method in class com.opengamma.strata.product.GenericSecurity
-
- getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
- getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
- getUnderlyingIds() - Method in interface com.opengamma.strata.product.Security
-
Gets the set of underlying security identifiers.
- getUnderlyingIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Gets the underlying Ibor index that the leg is based on.
- getUnderlyingIndex() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Gets the underlying Ibor index that the leg is based on.
- getUnderlyingOption() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
Gets the underlying FX vanilla option.
- getUnderlyingOption() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
-
Gets the underlying FX vanilla option.
- getUnderlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the underlying swap.
- getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.Dsf
-
Gets the underlying swap.
- getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
-
Gets the underlying swap.
- getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
Gets the underlying swap.
- getUnderlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
-
Gets the underlying CDS trade.
- getUnderlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
-
Gets the underlying CDS index trade.
- getUnits() - Method in class com.opengamma.strata.basics.date.Tenor
-
Gets the units supported by a tenor.
- getUnits() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Gets the unit of this periodic frequency.
- getUpfrontFee() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
-
Gets the upfront fee of the product.
- getUpfrontFee() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
Gets the upfront fee of the product.
- getUpfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
-
Gets the upfront fee of the product.
- getUpfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
Gets the upfront fee of the product.
- getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
- getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
- getValuationDate() - Method in class com.opengamma.strata.data.ImmutableMarketData
-
Gets the valuation date associated with the market data.
- getValuationDate() - Method in interface com.opengamma.strata.data.MarketData
-
Gets the valuation date of the market data.
- getValuationDate() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Gets the valuation date associated with each scenario.
- getValuationDate() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Gets a box that can provide the valuation date of each scenario.
- getValuationDate() - Method in interface com.opengamma.strata.market.MarketDataView
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.BaseProvider
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
- getValuationDate() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
- getValuationDate() - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Gets the valuation date.
- getValuationDate() - Method in interface com.opengamma.strata.report.Report
-
Gets the valuation date of the results driving the report.
- getValuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
Gets the valuation date.
- getValuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Gets the valuation date.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Gets the valuation date.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Gets the valuation date-time.
- getValuationDateTime() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Gets the valuation date-time.
- getValue() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Gets the amount of the payment.
- getValue() - Method in class com.opengamma.strata.basics.currency.Payment
-
Gets the amount of the payment.
- getValue(ReferenceDataId<T>) - Method in class com.opengamma.strata.basics.ImmutableReferenceData
-
- getValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.ReferenceData
-
Gets the reference data value associated with the specified identifier.
- getValue() - Method in class com.opengamma.strata.basics.StandardId
-
Gets the value of the identifier within the scheme.
- getValue() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Gets the value of the variable.
- getValue() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Gets the value representing the change that occurs.
- getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
- getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
- getValue(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single field value from the row by header pattern
- getValue(String) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Gets a single field value from the row by header
- getValue() - Method in class com.opengamma.strata.collect.result.Result
-
Returns the actual result value if calculated successfully, throwing an
exception if a failure occurred.
- getValue() - Method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Gets the success value.
- getValue() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Gets the value.
- getValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData
-
- getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.MarketData
-
Gets the market data value associated with the specified identifier.
- getValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
- getValue(int) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Gets the market data value associated with the specified scenario.
- getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Gets the market data value associated with the specified identifier.
- getValue() - Method in class com.opengamma.strata.market.option.DeltaStrike
-
Gets the value of absolute delta.
- getValue() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
Gets the value of log-moneyness.
- getValue() - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
Gets the value of moneyness.
- getValue() - Method in class com.opengamma.strata.market.option.SimpleStrike
-
Gets the value of strike.
- getValue() - Method in interface com.opengamma.strata.market.option.Strike
-
Gets the value of the strike.
- getValue() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Gets the amount of the payment.
- getValue() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Gets the reference to a value to display in this column.
- getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
Gets the failures when building single market data values.
- getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
Gets the failures when building single market data values.
- getValueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
Gets the y-value function.
- getValueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the y-value function.
- getValueOrElse(T) - Method in class com.opengamma.strata.collect.result.Result
-
Returns the actual result value if calculated successfully, or the specified
default value if a failure occurred.
- getValueOrElseApply(Function<Failure, T>) - Method in class com.opengamma.strata.collect.result.Result
-
Returns the actual result value if calculated successfully, else the
specified function is applied to the Failure that occurred.
- getValueRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
Gets the market data identifiers of the values required for the calculation.
- getValues() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Gets the values.
- getValues(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Gets the values for the specified currency, throws an exception if there are no values for the currency.
- getValues() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Gets the currency values, keyed by currency.
- getValues() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
-
Gets the typed reference data values by identifier.
- getValues() - Method in class com.opengamma.strata.data.ImmutableMarketData
-
Gets the market data values.
- getValues() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
-
Gets the calculated values, one per scenario.
- getValues() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Gets the individual items of market data.
- getValues(Currency) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns the values for the specified currency, throws an exception if there are no values for the currency.
- getVariant() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
Gets the variant of ETD.
- getVariant() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Gets the variant of ETD.
- getVariant() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
-
Gets the variant of ETD.
- getVersion() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Gets the version of the option, defaulted to zero.
- getVersionString() - Static method in class com.opengamma.strata.collect.Version
-
Gets the version of Strata.
- getVolatilities() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
-
Gets the caplet volatilities.
- getVolatilitiesName() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
Gets the name of the volatilities.
- getVolatilitiesName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
Gets the name of the volatilities.
- getVolatilitiesName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
Gets the name of the volatilities.
- getVolatilitiesName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
Gets the name of the volatilities.
- getVolatilitiesName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
Gets the name of the volatilities.
- getVolatilitiesName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
Gets the name of the volatilities.
- getVolatilitiesName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
Gets the name of the volatilities.
- getVolatility() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
Gets the volatilities associated with the strikes.
- getVolatility() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
-
Gets the volatility.
- getVolatility() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
Gets the volatility parameters.
- getVolatilityCurrencyPairs() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
-
Gets the set of currency pairs that volatilities are provided for.
- getVolatilityIds(SecurityId) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
-
Gets the identifiers used to obtain the volatilities for the specified security ID.
- getVolatilityIds(IborIndex) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
-
Gets the identifiers used to obtain the volatilities for the specified currency.
- getVolatilityIds(CurrencyPair) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
-
Gets the identifiers used to obtain the volatilities for the specified currency pair.
- getVolatilityIds(IborIndex) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
-
Gets the identifiers used to obtain the volatilities for the specified currency.
- getVolatilityIds(IborIndex) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
-
Gets the identifiers used to obtain the volatilities for the specified currency.
- getVolatilityIndices() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
-
Gets the set of indices that volatilities are provided for.
- getVolatilityIndices() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
-
Gets the set of indices that volatilities are provided for.
- getVolatilityIndices() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
-
Gets the set of indices that volatilities are provided for.
- getVolatilitySecurityIds() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
-
Gets the set of security IDs that volatilities are provided for.
- getVolatilityTerm() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Gets the smile description at the different time to expiry.
- getVolatilityTerm() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Gets the volatility smiles from delta.
- getVolatilityTime() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
Gets the times separating the constant volatility periods.
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.bond.BlackBondFutureVolatilities
-
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
-
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletVolatilities
-
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletVolatilities
-
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
-
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.fxopt.BlackFxOptionVolatilities
-
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.index.NormalIborFutureOptionVolatilities
-
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.BlackSwaptionVolatilities
-
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.NormalSwaptionVolatilities
-
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
-
- getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
- getWeekendDays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Gets the set of weekend days.
- getWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Gets the weight to apply to this fixing.
- getWeight() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
Gets the positive weight used when interpolating.
- getWeight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
Gets the positive weight used when interpolating.
- getXExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Gets the x-value left extrapolator.
- getXExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Gets the x-value right extrapolator.
- getXInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Gets the x-value interpolator.
- getXValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Gets the single x-value.
- getXValue() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
-
Gets the x-value.
- getXValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
-
Gets the x-value.
- getXValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- getXValues() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
- getXValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the array of x-values, one for each point.
- getXValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Gets the known x-values of the curve.
- getXValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the array of x-values, one for each point.
- getXValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Gets the known x-values of the surface.
- getXValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
-
Gets the type of the x-value.
- getXValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the x-value type, providing meaning to the x-values of the curve.
- getXValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
-
Gets the type of the x-value.
- getXValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the x-value type, providing meaning to the x-values of the surface.
- getYearFraction() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Gets the year fraction of the investment implied by the fixing date.
- getYearFraction() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Gets the year fraction of the investment implied by the fixing date.
- getYearFraction() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Gets the time that was queried, expressed as a year fraction.
- getYearFraction() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Gets the time that was queried, expressed as a year fraction.
- getYearFraction() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
-
Gets the year fraction of the surface node.
- getYearFraction() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
Gets the time that was queried, expressed as a year fraction.
- getYearFraction() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
Gets the year fraction of the surface node.
- getYearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
-
Gets the year fraction of the surface node.
- getYearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
-
Gets the year fraction of the surface node.
- getYearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
-
Gets the year fraction of the surface node.
- getYearFraction() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
Gets the time that was queried, expressed as a year fraction.
- getYearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Gets the year fraction that the accrual period represents.
- getYearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Gets the year fraction that the accrual period represents.
- getYearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Gets the year fraction that the accrual period represents.
- getYearFraction() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Gets the year fraction that the accrual period represents.
- getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Gets the year fraction between the start and end date.
- getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Gets the year fraction between the start and end date.
- getYearFraction() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Gets the year fraction between the start and end date.
- getYearFraction() - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
Gets the year fraction.
- getYearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Gets the year fraction that the accrual period represents.
- getYearMonth() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
-
Gets the year-month associated with the parameter.
- getYExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Gets the y-value left extrapolator.
- getYExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Gets the y-value right extrapolator.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Gets yield convention.
- getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Gets yield convention.
- getYInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Gets the y-value interpolator.
- getYValue() - Method in class com.opengamma.strata.market.curve.ConstantCurve
-
Gets the single y-value.
- getYValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Gets the single y-value.
- getYValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
-
Gets the y-value.
- getYValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- getYValues() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
- getYValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Gets the array of y-values, one for each point.
- getYValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve
-
Gets the known y-values of the curve.
- getYValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the array of y-values, one for each point.
- getYValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Gets the known y-values of the surface.
- getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the y-value type, providing meaning to the y-values of the curve.
- getYValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
-
Gets the type of the y-value.
- getYValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the y-value type, providing meaning to the y-values of the surface.
- getZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
Gets the zero rate sensitivity.
- getZone() - Method in class com.opengamma.strata.product.TradeInfo
-
Gets the trade time-zone, optional.
- getZoneId(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Returns the ZoneId matching this string representation of a holiday calendar id.
- getZValue() - Method in class com.opengamma.strata.market.surface.ConstantSurface
-
Gets the single z-value.
- getZValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Gets the array of z-values, one for each point.
- getZValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
-
Gets the known z-values of the surface.
- getZValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Gets the x-value type, providing meaning to the z-values of the curve.
- getZValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
-
Gets the z-value type, providing meaning to the z-values of the surface.
- GR - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'GR' - Greece.
- GridSurfaceInterpolator - Class in com.opengamma.strata.market.surface.interpolator
-
A surface interpolator that is based on two curve interpolators.
- GridSurfaceInterpolator.Meta - Class in com.opengamma.strata.market.surface.interpolator
-
The meta-bean for GridSurfaceInterpolator.
- Guavate - Class in com.opengamma.strata.collect
-
Utilities that help bridge the gap between Java 8 and Google Guava.
- IBOR_FIXING_DEPOSIT_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
-
- IBOR_FIXING_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
- IBOR_FIXING_DEPOSIT_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
-
- IBOR_FUTURE_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
-
- IBOR_FUTURE_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
- IBOR_FUTURE_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
-
- IborAveragedFixing - Class in com.opengamma.strata.product.rate
-
A single fixing of an index that is observed by IborAveragedRateComputation.
- IborAveragedFixing.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for IborAveragedFixing.
- IborAveragedFixing.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for IborAveragedFixing.
- IborAveragedRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of a rate of interest based on the average of multiple
fixings of a single Ibor floating rate index.
- IborAveragedRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for IborAveragedRateComputation.
- IborCapFloor - Class in com.opengamma.strata.product.capfloor
-
An Ibor cap/floor product.
- IborCapFloor.Meta - Class in com.opengamma.strata.product.capfloor
-
The meta-bean for IborCapFloor.
- IborCapFloorLeg - Class in com.opengamma.strata.product.capfloor
-
An Ibor cap/floor leg of a cap/floor product.
- IborCapFloorLeg.Builder - Class in com.opengamma.strata.product.capfloor
-
The bean-builder for IborCapFloorLeg.
- IborCapFloorLeg.Meta - Class in com.opengamma.strata.product.capfloor
-
The meta-bean for IborCapFloorLeg.
- IborCapFloorMarketData - Interface in com.opengamma.strata.measure.capfloor
-
Market data for Ibor cap/floor.
- IborCapFloorMarketDataLookup - Interface in com.opengamma.strata.measure.capfloor
-
The lookup that provides access to cap/floor volatilities in market data.
- IborCapFloorScenarioMarketData - Interface in com.opengamma.strata.measure.capfloor
-
Market data for cap/floors, used for calculation across multiple scenarios.
- IborCapFloorTrade - Class in com.opengamma.strata.product.capfloor
-
A trade in an Ibor cap/floor.
- IborCapFloorTrade.Builder - Class in com.opengamma.strata.product.capfloor
-
The bean-builder for IborCapFloorTrade.
- IborCapFloorTrade.Meta - Class in com.opengamma.strata.product.capfloor
-
The meta-bean for IborCapFloorTrade.
- IborCapFloorTradeCalculationFunction - Class in com.opengamma.strata.measure.capfloor
-
Perform calculations on a single IborCapFloorTrade for each of a set of scenarios.
- IborCapFloorTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
-
Creates an instance.
- IborCapFloorTradeCalculations - Class in com.opengamma.strata.measure.capfloor
-
Calculates pricing and risk measures for cap/floor trades.
- IborCapFloorTradeCalculations(VolatilityIborCapFloorTradePricer) - Constructor for class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Creates an instance.
- IborCapletFloorletPeriod - Class in com.opengamma.strata.product.capfloor
-
A period over which an Ibor caplet/floorlet payoff is paid.
- IborCapletFloorletPeriod.Builder - Class in com.opengamma.strata.product.capfloor
-
The bean-builder for IborCapletFloorletPeriod.
- IborCapletFloorletPeriod.Meta - Class in com.opengamma.strata.product.capfloor
-
The meta-bean for IborCapletFloorletPeriod.
- IborCapletFloorletSabrSensitivity - Class in com.opengamma.strata.pricer.capfloor
-
Sensitivity of a caplet/floorlet to SABR model parameters.
- IborCapletFloorletSabrSensitivity.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for IborCapletFloorletSabrSensitivity.
- IborCapletFloorletSensitivity - Class in com.opengamma.strata.pricer.capfloor
-
Point sensitivity to Ibor caplet/floorlet implied parameter point.
- IborCapletFloorletSensitivity.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for IborCapletFloorletSensitivity.
- IborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor
-
Volatilities for pricing Ibor caplet/floorlet.
- IborCapletFloorletVolatilitiesId - Class in com.opengamma.strata.pricer.capfloor
-
An identifier used to access Ibor cap/floor volatilities by name.
- IborCapletFloorletVolatilitiesId.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for IborCapletFloorletVolatilitiesId.
- IborCapletFloorletVolatilitiesName - Class in com.opengamma.strata.pricer.capfloor
-
The name of a set of Ibor cap/floor volatilities.
- IborCapletFloorletVolatilityCalibrationResult - Class in com.opengamma.strata.pricer.capfloor
-
Calibration result for Ibor caplet/floorlet volatilities.
- IborCapletFloorletVolatilityCalibrationResult.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for IborCapletFloorletVolatilityCalibrationResult.
- IborCapletFloorletVolatilityDefinition - Interface in com.opengamma.strata.pricer.capfloor
-
Definition of caplet volatilities calibration.
- IborFixingDeposit - Class in com.opengamma.strata.product.deposit
-
An Ibor fixing deposit.
- IborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for IborFixingDeposit.
- IborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for IborFixingDeposit.
- IborFixingDepositConvention - Interface in com.opengamma.strata.product.deposit.type
-
A convention for Ibor fixing deposit trades.
- IborFixingDepositCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is an Ibor fixing deposit.
- IborFixingDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for IborFixingDepositCurveNode.
- IborFixingDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for IborFixingDepositCurveNode.
- IborFixingDepositTemplate - Class in com.opengamma.strata.product.deposit.type
-
A template for creating an Ibor fixing deposit trade.
- IborFixingDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type
-
The bean-builder for IborFixingDepositTemplate.
- IborFixingDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type
-
The meta-bean for IborFixingDepositTemplate.
- IborFixingDepositTrade - Class in com.opengamma.strata.product.deposit
-
A trade in an Ibor fixing deposit.
- IborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for IborFixingDepositTrade.
- IborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for IborFixingDepositTrade.
- IborFuture - Class in com.opengamma.strata.product.index
-
A futures contract based on an Ibor index.
- IborFuture.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for IborFuture.
- IborFuture.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for IborFuture.
- IborFutureConvention - Interface in com.opengamma.strata.product.index.type
-
A market convention for Ibor Future trades.
- IborFutureConventions - Class in com.opengamma.strata.product.index.type
-
Market standard Ibor future conventions.
- IborFutureCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is an Ibor Future.
- IborFutureCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for IborFutureCurveNode.
- IborFutureCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for IborFutureCurveNode.
- IborFutureOption - Class in com.opengamma.strata.product.index
-
A futures option contract, based on an Ibor index.
- IborFutureOption.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for IborFutureOption.
- IborFutureOption.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for IborFutureOption.
- IborFutureOptionMarketData - Interface in com.opengamma.strata.measure.index
-
Market data for Ibor future options.
- IborFutureOptionMarketDataLookup - Interface in com.opengamma.strata.measure.index
-
The lookup that provides access to Ibor future option volatilities in market data.
- IborFutureOptionScenarioMarketData - Interface in com.opengamma.strata.measure.index
-
Market data for Ibor future options, used for calculation across multiple scenarios.
- IborFutureOptionSecurity - Class in com.opengamma.strata.product.index
-
A security representing a futures option contract, based on an Ibor index.
- IborFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for IborFutureOptionSecurity.
- IborFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for IborFutureOptionSecurity.
- IborFutureOptionSensitivity - Class in com.opengamma.strata.pricer.index
-
Point sensitivity to an implied volatility for a Ibor future option model.
- IborFutureOptionSensitivity.Meta - Class in com.opengamma.strata.pricer.index
-
The meta-bean for IborFutureOptionSensitivity.
- IborFutureOptionTrade - Class in com.opengamma.strata.product.index
-
A trade representing an option on a futures contract based on an Ibor index.
- IborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for IborFutureOptionTrade.
- IborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for IborFutureOptionTrade.
- IborFutureOptionTradeCalculationFunction - Class in com.opengamma.strata.measure.index
-
Perform calculations on a single IborFutureOptionTrade for each of a set of scenarios.
- IborFutureOptionTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
-
Creates an instance.
- IborFutureOptionTradeCalculations - Class in com.opengamma.strata.measure.index
-
Calculates pricing and risk measures for trades in an option contract based on an Ibor index future.
- IborFutureOptionTradeCalculations(NormalIborFutureOptionMarginedTradePricer) - Constructor for class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Creates an instance.
- IborFutureOptionVolatilities - Interface in com.opengamma.strata.pricer.index
-
Volatilities for pricing Ibor futures.
- IborFutureOptionVolatilitiesId - Class in com.opengamma.strata.pricer.index
-
An identifier used to access Ibor future option volatilities by name.
- IborFutureOptionVolatilitiesId.Meta - Class in com.opengamma.strata.pricer.index
-
The meta-bean for IborFutureOptionVolatilitiesId.
- IborFutureOptionVolatilitiesName - Class in com.opengamma.strata.pricer.index
-
The name of a set of Ibor future option volatilities.
- IborFutureSecurity - Class in com.opengamma.strata.product.index
-
A security representing a futures contract based on an Ibor index.
- IborFutureSecurity.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for IborFutureSecurity.
- IborFutureSecurity.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for IborFutureSecurity.
- IborFutureTemplate - Interface in com.opengamma.strata.product.index.type
-
A template for creating an Ibor Future trade.
- IborFutureTrade - Class in com.opengamma.strata.product.index
-
A trade representing a futures contract based on an Ibor index.
- IborFutureTrade.Builder - Class in com.opengamma.strata.product.index
-
The bean-builder for IborFutureTrade.
- IborFutureTrade.Meta - Class in com.opengamma.strata.product.index
-
The meta-bean for IborFutureTrade.
- IborFutureTradeCalculationFunction - Class in com.opengamma.strata.measure.index
-
Perform calculations on a single IborFutureTrade for each of a set of scenarios.
- IborFutureTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
-
Creates an instance.
- IborFutureTradeCalculations - Class in com.opengamma.strata.measure.index
-
Calculates pricing and risk measures for trades in a futures contract based on an Ibor index.
- IborFutureTradeCalculations(DiscountingIborFutureTradePricer) - Constructor for class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Creates an instance.
- IborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Ibor-Ibor swap trades.
- IborIborSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard Ibor-Ibor swap conventions.
- IborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a Ibor-Ibor interest rate swap.
- IborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for IborIborSwapCurveNode.
- IborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for IborIborSwapCurveNode.
- IborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Ibor-Ibor swap trades.
- IborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for IborIborSwapTemplate.
- IborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for IborIborSwapTemplate.
- IborIndex - Interface in com.opengamma.strata.basics.index
-
An inter-bank lending rate index, such as Libor or Euribor.
- iborIndexCurve(IborIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an Ibor index forward curve to the provider.
- iborIndexCurve(IborIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an Ibor index forward curve to the provider with associated time-series.
- IborIndexObservation - Class in com.opengamma.strata.basics.index
-
Defines the observation of a rate of interest from a single Ibor index.
- IborIndexObservation.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for IborIndexObservation.
- IborIndexRates - Interface in com.opengamma.strata.pricer.rate
-
Provides access to rates for an Ibor index.
- iborIndexRates(IborIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- iborIndexRates(IborIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the rates for an Ibor index.
- IborIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard Ibor indices.
- IborInterpolatedRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of a rate of interest interpolated from two Ibor indices.
- IborInterpolatedRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for IborInterpolatedRateComputation.
- iborLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
-
Sets the market convention of the floating leg.
- iborLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
-
The meta-property for the iborLeg property.
- iborRate(IborRateComputation) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the rate to be observed.
- iborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the iborRate property.
- iborRate(IborRateComputation) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
Sets the Ibor rate observation.
- iborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
The meta-property for the iborRate property.
- IborRateCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of a floating rate swap leg based on an Ibor index.
- IborRateCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for IborRateCalculation.
- IborRateCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for IborRateCalculation.
- IborRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of a rate of interest from a single Ibor index.
- IborRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for IborRateComputation.
- IborRateResetMethod - Enum in com.opengamma.strata.product.swap
-
A convention defining how to process a floating rate reset schedule.
- IborRateSensitivity - Class in com.opengamma.strata.pricer.rate
-
Point sensitivity to a rate from an Ibor index curve.
- IborRateSensitivity.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for IborRateSensitivity.
- IborRateStubCalculation - Class in com.opengamma.strata.product.swap
-
Defines the rates applicable in the initial or final stub of an Ibor swap leg.
- IborRateStubCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for IborRateStubCalculation.
- IborRateStubCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for IborRateStubCalculation.
- IborRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for the floating leg of rate swap trades based on an Ibor index.
- IborRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for IborRateSwapLegConvention.
- IborRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for IborRateSwapLegConvention.
- id() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
The meta-property for the id property.
- ID - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'ID' - Indonesia.
- ID - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument
-
The 'id' attribute key.
- id() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
-
The meta-property for the id property.
- id() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
-
The meta-property for the id property.
- id(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
-
Sets the ID of the contract specification.
- id() - Method in class com.opengamma.strata.product.PositionInfo.Meta
-
The meta-property for the id property.
- id(StandardId) - Method in class com.opengamma.strata.product.PositionInfoBuilder
-
Sets the primary identifier for the position, optional.
- id() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
-
The meta-property for the id property.
- id(SecurityId) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
-
Sets the security identifier.
- id() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the id property.
- id(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Sets the primary identifier for the trade, optional.
- identifier(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
-
Returns an identifier that should uniquely identify the specified target.
- identifier(BondFutureOptionTrade) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
-
- identifier(BondFutureTrade) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
-
- identifier(CapitalIndexedBondTrade) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
-
- identifier(FixedCouponBondTrade) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
-
- identifier(IborCapFloorTrade) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
-
- identifier(CmsTrade) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
-
- identifier(CdsIndexTrade) - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
-
- identifier(CdsTrade) - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
-
- identifier(TermDepositTrade) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
-
- identifier(DsfTrade) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
-
- identifier(FraTrade) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
-
- identifier(FxNdfTrade) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
-
- identifier(FxSingleTrade) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
-
- identifier(FxSwapTrade) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
-
- identifier(FxSingleBarrierOptionTrade) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
-
- identifier(FxVanillaOptionTrade) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
-
- identifier(IborFutureOptionTrade) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
-
- identifier(IborFutureTrade) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
-
- identifier(BulletPaymentTrade) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
-
- identifier(GenericSecurityPosition) - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
-
- identifier(GenericSecurityTrade) - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
-
- identifier(SecurityPosition) - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
-
- identifier(SecurityTrade) - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
-
- identifier(SwapTrade) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
-
- identifier(SwaptionTrade) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
-
- identity(int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an identity matrix.
- IDR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'IDR' = Indonesian Rupiah.
- IFEN - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
ICE Futures Europe - Oil and Refined Products Division.
- IFLL - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
ICE Futures Europe - Financial Products Division.
- IFLO - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
ICE Futures Europe - Equity Products Division.
- IFLX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
ICE Futures Europe - Agricultural Products Division.
- IFUT - Static variable in class com.opengamma.strata.product.common.ExchangeIds
-
ICE Futures Europe - European Utilities Division.
- ignoreFailures(boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
Sets whether to ignore failures, or report the errors.
- ignoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
The meta-property for the ignoreFailures property.
- IL - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'IL' - Israel.
- ILS - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'ILS' = Israeli Shekel.
- IMM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'IMM' roll convention which adjusts the date to the third Wednesday.
- IMMAUD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'IMMAUD' roll convention which adjusts the date to the Thursday before the second Friday.
- IMMNZD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'IMMNZD' roll convention which adjusts the date to the first Wednesday
on or after the ninth day of the month.
- ImmutableCdsConvention - Class in com.opengamma.strata.product.credit.type
-
A market convention for credit default swap trades.
- ImmutableCdsConvention.Builder - Class in com.opengamma.strata.product.credit.type
-
The bean-builder for ImmutableCdsConvention.
- ImmutableCdsConvention.Meta - Class in com.opengamma.strata.product.credit.type
-
The meta-bean for ImmutableCdsConvention.
- ImmutableCreditRatesProvider - Class in com.opengamma.strata.pricer.credit
-
The immutable rates provider, used to calculate analytic measures.
- ImmutableCreditRatesProvider.Builder - Class in com.opengamma.strata.pricer.credit
-
The bean-builder for ImmutableCreditRatesProvider.
- ImmutableCreditRatesProvider.Meta - Class in com.opengamma.strata.pricer.credit
-
The meta-bean for ImmutableCreditRatesProvider.
- ImmutableFixedIborSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Ibor swap trades.
- ImmutableFixedIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableFixedIborSwapConvention.
- ImmutableFixedIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableFixedIborSwapConvention.
- ImmutableFixedInflationSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Inflation swap trades.
- ImmutableFixedInflationSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableFixedInflationSwapConvention.
- ImmutableFixedInflationSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableFixedInflationSwapConvention.
- ImmutableFixedOvernightSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Overnight swap trades.
- ImmutableFixedOvernightSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableFixedOvernightSwapConvention.
- ImmutableFixedOvernightSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableFixedOvernightSwapConvention.
- ImmutableFloatingRateName - Class in com.opengamma.strata.basics.index
-
An immutable floating rate index name, such as Libor, Euribor or US Fed Fund.
- ImmutableFloatingRateName.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutableFloatingRateName.
- ImmutableFraConvention - Class in com.opengamma.strata.product.fra.type
-
A market convention for forward rate agreement (FRA) trades.
- ImmutableFraConvention.Builder - Class in com.opengamma.strata.product.fra.type
-
The bean-builder for ImmutableFraConvention.
- ImmutableFraConvention.Meta - Class in com.opengamma.strata.product.fra.type
-
The meta-bean for ImmutableFraConvention.
- ImmutableFxIndex - Class in com.opengamma.strata.basics.index
-
A foreign exchange index implementation based on an immutable set of rules.
- ImmutableFxIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for ImmutableFxIndex.
- ImmutableFxIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutableFxIndex.
- ImmutableFxSwapConvention - Class in com.opengamma.strata.product.fx.type
-
A market convention for FX swap trades
- ImmutableFxSwapConvention.Builder - Class in com.opengamma.strata.product.fx.type
-
The bean-builder for ImmutableFxSwapConvention.
- ImmutableFxSwapConvention.Meta - Class in com.opengamma.strata.product.fx.type
-
The meta-bean for ImmutableFxSwapConvention.
- ImmutableHolidayCalendar - Class in com.opengamma.strata.basics.date
-
A holiday calendar implementation based on an immutable set of holiday dates and weekends.
- ImmutableHolidayCalendar.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for ImmutableHolidayCalendar.
- ImmutableIborFixingDepositConvention - Class in com.opengamma.strata.product.deposit.type
-
A convention for Ibor fixing deposit trades.
- ImmutableIborFixingDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type
-
The bean-builder for ImmutableIborFixingDepositConvention.
- ImmutableIborFixingDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type
-
The meta-bean for ImmutableIborFixingDepositConvention.
- ImmutableIborFutureConvention - Class in com.opengamma.strata.product.index.type
-
A market convention for Ibor Future trades.
- ImmutableIborFutureConvention.Builder - Class in com.opengamma.strata.product.index.type
-
The bean-builder for ImmutableIborFutureConvention.
- ImmutableIborFutureConvention.Meta - Class in com.opengamma.strata.product.index.type
-
The meta-bean for ImmutableIborFutureConvention.
- ImmutableIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Ibor-Ibor swap trades.
- ImmutableIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableIborIborSwapConvention.
- ImmutableIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableIborIborSwapConvention.
- ImmutableIborIndex - Class in com.opengamma.strata.basics.index
-
An Ibor index implementation based on an immutable set of rules.
- ImmutableIborIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for ImmutableIborIndex.
- ImmutableIborIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutableIborIndex.
- ImmutableLegalEntityDiscountingProvider - Class in com.opengamma.strata.pricer.bond
-
An immutable provider of data for bond pricing, based on repo and issuer discounting.
- ImmutableLegalEntityDiscountingProvider.Builder - Class in com.opengamma.strata.pricer.bond
-
The bean-builder for ImmutableLegalEntityDiscountingProvider.
- ImmutableLegalEntityDiscountingProvider.Meta - Class in com.opengamma.strata.pricer.bond
-
The meta-bean for ImmutableLegalEntityDiscountingProvider.
- ImmutableMarketData - Class in com.opengamma.strata.data
-
An immutable set of market data
- ImmutableMarketData.Meta - Class in com.opengamma.strata.data
-
The meta-bean for ImmutableMarketData.
- ImmutableMarketDataBuilder - Class in com.opengamma.strata.data
-
- ImmutableMeasure - Class in com.opengamma.strata.calc
-
The default, immutable implementation of
Measure.
- ImmutableMeasure.Meta - Class in com.opengamma.strata.calc
-
The meta-bean for ImmutableMeasure.
- ImmutableOvernightIborSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for Fixed-Overnight swap trades.
- ImmutableOvernightIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableOvernightIborSwapConvention.
- ImmutableOvernightIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableOvernightIborSwapConvention.
- ImmutableOvernightIndex - Class in com.opengamma.strata.basics.index
-
An overnight index, such as Sonia or Eonia.
- ImmutableOvernightIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for ImmutableOvernightIndex.
- ImmutableOvernightIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutableOvernightIndex.
- ImmutablePriceIndex - Class in com.opengamma.strata.basics.index
-
A price index implementation based on an immutable set of rules.
- ImmutablePriceIndex.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for ImmutablePriceIndex.
- ImmutablePriceIndex.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for ImmutablePriceIndex.
- ImmutableRatesProvider - Class in com.opengamma.strata.pricer.rate
-
The default immutable rates provider, used to calculate analytic measures.
- ImmutableRatesProvider.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for ImmutableRatesProvider.
- ImmutableRatesProviderBuilder - Class in com.opengamma.strata.pricer.rate
-
Builder for the immutable rates provider.
- ImmutableRatesProviderGenerator - Class in com.opengamma.strata.pricer.curve
-
Generates a rates provider based on an existing provider.
- ImmutableReferenceData - Class in com.opengamma.strata.basics
-
An immutable set of reference data
- ImmutableReferenceData.Meta - Class in com.opengamma.strata.basics
-
The meta-bean for ImmutableReferenceData.
- ImmutableScenarioMarketData - Class in com.opengamma.strata.data.scenario
-
An immutable set of market data across one or more scenarios.
- ImmutableScenarioMarketData.Meta - Class in com.opengamma.strata.data.scenario
-
The meta-bean for ImmutableScenarioMarketData.
- ImmutableScenarioMarketDataBuilder - Class in com.opengamma.strata.data.scenario
-
A mutable builder for market data.
- ImmutableSwapIndex - Class in com.opengamma.strata.product.swap
-
A swap index implementation based on an immutable set of rules.
- ImmutableSwapIndex.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for ImmutableSwapIndex.
- ImmutableSwapIndex.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for ImmutableSwapIndex.
- ImmutableTermDepositConvention - Class in com.opengamma.strata.product.deposit.type
-
A market convention for term deposit trades.
- ImmutableTermDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type
-
The bean-builder for ImmutableTermDepositConvention.
- ImmutableTermDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type
-
The meta-bean for ImmutableTermDepositConvention.
- ImmutableThreeLegBasisSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for three leg basis swap trades.
- ImmutableThreeLegBasisSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableThreeLegBasisSwapConvention.
- ImmutableThreeLegBasisSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableThreeLegBasisSwapConvention.
- ImmutableXCcyIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for cross-currency Ibor-Ibor swap trades.
- ImmutableXCcyIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ImmutableXCcyIborIborSwapConvention.
- ImmutableXCcyIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ImmutableXCcyIborIborSwapConvention.
- impliedSpread(List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
- ImpliedTrinomialTreeFxOptionCalibrator - Class in com.opengamma.strata.pricer.fxopt
-
Utilities to calibrate implied trinomial tree to Black volatilities of FX options.
- ImpliedTrinomialTreeFxOptionCalibrator(int) - Constructor for class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator
-
Calibrator with the specified number of time steps.
- ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt
-
Pricer for FX barrier option products under implied trinomial tree.
- ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer() - Constructor for class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Pricer with the default number of time steps.
- ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer(int) - Constructor for class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Pricer with the specified number of time steps.
- ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt
-
Pricer for FX barrier option trades under implied trinomial tree.
- ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer(ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
-
Creates an instance.
- impliedVolatility(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
-
Computes the implied volatility of the Ibor caplet/floorlet.
- impliedVolatility(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the implied Black volatility of the foreign exchange vanilla option product.
- impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Computes the implied volatility of the swaption.
- impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Computes the implied volatility of the swaption.
- impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Computes the implied volatility of the swaption.
- impliedVolatilityFromPresentValue(ResolvedSwaption, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
-
Computes the implied normal volatility from the present value of a swaption.
- impliedVolatilityFromPresentValue(ResolvedSwaption, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
-
Computes the implied normal volatility from the present value of a swaption.
- IN - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'IN' - India.
- index() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
The meta-property for the index property.
- Index - Interface in com.opengamma.strata.basics.index
-
An index of values, such as LIBOR, FED FUND or daily exchange rates.
- index(OvernightIndex) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the Overnight index.
- index() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
The meta-property for the index property.
- INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The observed index, such as an Ibor or Overnight index.
- index() - Method in class com.opengamma.strata.market.observable.IndexQuoteId.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
-
Sets the Ibor index for which the data is valid.
- index() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
Sets the Ibor index for which the data is valid.
- index() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the Ibor index for which the data is valid.
- index() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
-
Sets the index of the underlying future.
- index() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
-
The meta-property for the index property.
- index() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
-
The meta-property for the index property.
- index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the swap index.
- index() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the index property.
- index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the swap index.
- index() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the index property.
- index(FxIndex) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
Sets the index defining the FX rate to observe on the fixing date.
- index() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
Sets the underlying Ibor index.
- index() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
Sets the underlying Ibor index.
- index() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
The meta-property for the index property.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
-
Sets the Overnight index.
- index() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
-
The meta-property for the index property.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
-
Sets the Overnight index.
- index() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
-
The meta-property for the index property.
- index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
Sets the FX index used to obtain the FX reset rate.
- index() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
-
Sets the Ibor index to be used for the stub.
- index() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
-
The meta-property for the index property.
- index(PriceIndex) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
Sets the index of prices.
- index() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
The meta-property for the index property.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
Sets the Overnight index.
- index() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
The meta-property for the index property.
- index(IborIndex) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the Ibor index.
- index() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the index property.
- index(PriceIndex) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
Sets the Price index.
- index() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
The meta-property for the index property.
- index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the Overnight index.
- index() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the index property.
- INDEX_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The observed index value, typically derived from a curve.
- indexCalculationMethod(PriceIndexCalculationMethod) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
Sets reference price index calculation method.
- indexCalculationMethod() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
The meta-property for the indexCalculationMethod property.
- indexCalculationMethod(PriceIndexCalculationMethod) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
Sets reference price index calculation method.
- indexCalculationMethod() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
The meta-property for the indexCalculationMethod property.
- indexCurve(Index, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an index forward curve to the provider.
- indexCurve(Index, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an index forward curve to the provider with associated time-series.
- indexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
The meta-property for the indexCurves property.
- indexCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds index forward curves to the provider with associated time-series.
- indexCurves(Map<? extends Index, ? extends Curve>, Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds index forward curves to the provider with associated time-series.
- indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the second Ibor index to be used for linear interpolation, optional.
- indexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the indexInterpolated property.
- indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
-
Sets the second Ibor index to be used for the stub, linearly interpolated.
- indexInterpolated() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
-
The meta-property for the indexInterpolated property.
- indexName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
The meta-property for the indexName property.
- IndexObservation - Interface in com.opengamma.strata.basics.index
-
A single observation of an index.
- indexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Find the index of the first occurrence of the specified value.
- indexOf(int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Find the index of the first occurrence of the specified value.
- IndexQuoteId - Class in com.opengamma.strata.market.observable
-
An identifier used to access the current value of an index.
- IndexQuoteId.Meta - Class in com.opengamma.strata.market.observable
-
The meta-bean for IndexQuoteId.
- indices(Set<Index>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
Sets the indices for which the curve provides forward rates.
- indices(Index...) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
Sets the indices property in the builder
from an array of objects.
- indices() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
The meta-property for the indices property.
- InflationEndInterpolatedRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of inflation figures from a price index with interpolation
where the start index value is known.
- InflationEndInterpolatedRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for InflationEndInterpolatedRateComputation.
- InflationEndMonthRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of inflation figures from a price index
where the start index value is known.
- InflationEndMonthRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for InflationEndMonthRateComputation.
- InflationInterpolatedRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of inflation figures from a price index with interpolation.
- InflationInterpolatedRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for InflationInterpolatedRateComputation.
- InflationMonthlyRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of inflation figures from a price index.
- InflationMonthlyRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for InflationMonthlyRateComputation.
- InflationNodalCurve - Class in com.opengamma.strata.market.curve
-
Curve specifically designed for inflation, with features for seasonality and initial point.
- InflationNodalCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for InflationNodalCurve.
- InflationRateCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.
- InflationRateCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for InflationRateCalculation.
- InflationRateCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for InflationRateCalculation.
- InflationRateSensitivity - Class in com.opengamma.strata.pricer.rate
-
Point sensitivity to a rate from a price index curve.
- InflationRateSensitivity.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for InflationRateSensitivity.
- InflationRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for the floating leg of rate swap trades based on a price index.
- InflationRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for InflationRateSwapLegConvention.
- InflationRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for InflationRateSwapLegConvention.
- info() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
The meta-property for the info property.
- info() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
-
The meta-property for the info property.
- info(PositionInfo) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
-
The meta-property for the info property.
- info(PositionInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
-
The meta-property for the info property.
- info() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
-
The meta-property for the info property.
- info(PositionInfo) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
The meta-property for the info property.
- info(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
Sets the standard security information.
- info() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
-
The meta-property for the info property.
- info(PositionInfo) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
Sets the additional position information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
The meta-property for the info property.
- info(TradeInfo) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
Sets the additional trade information, defaulted to an empty instance.
- info() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
The meta-property for the info property.
- IniFile - Class in com.opengamma.strata.collect.io
-
An INI file.
- initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the flag indicating whether to exchange the initial notional.
- initialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the initialExchange property.
- initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the flag indicating whether to exchange the initial notional.
- initialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the initialExchange property.
- initialGuess(MarketData) - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Gets the list of all initial guesses.
- initialGuess(MarketData, ValueType) - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Gets the initial guess used for calibrating the node.
- initialGuess(MarketData) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
-
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
- initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- initialGuess(List<Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the initial guess values for the curve parameters.
- initialGuess(Double...) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the initialGuess property in the builder
from an array of objects.
- initialGuess(MarketData) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
- initialGuess() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
The meta-property for the initialGuess property.
- initialGuesses(MarketData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets the list of all initial guesses.
- initialNotionalValue(Double) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
Sets the initial notional value, specified in the payment currency.
- initialNotionalValue() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
The meta-property for the initialNotionalValue property.
- initialParameters(DoubleArray) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the initial parameter values used in calibration.
- initialParameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the initialParameters property.
- initialStub(FixedRateStubCalculation) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
Sets the initial stub, optional.
- initialStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
The meta-property for the initialStub property.
- initialStub(IborRateStubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the rate to be used in initial stub, optional.
- initialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the initialStub property.
- initialValue(double) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
Sets the initial value.
- initialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
The meta-property for the initialValue property.
- inOrderNotEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the two values are in order and not equal.
- inOrderOrEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the two values are in order or equal.
- INR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'INR' = Indian Rupee.
- inRange(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low <= x < high.
- inRange(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low <= x < high.
- inRangeExclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low < x < high.
- inRangeExclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low < x < high.
- inRangeInclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low <= x <= high.
- inRangeInclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the argument is within the range defined by low <= x <= high.
- INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
-
The single shared instance of this report formatter.
- INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
-
The single shared instance of this report runner.
- INSTANCE - Static variable in class com.opengamma.strata.report.framework.format.FormatSettingsProvider
-
The default instance.
- INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportFormatter
-
The single shared instance of this report formatter.
- INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportRunner
-
The single shared instance of this report runner.
- IntArray - Class in com.opengamma.strata.collect.array
-
An immutable array of int values.
- IntDoubleConsumer - Interface in com.opengamma.strata.collect.function
-
An operation consuming two arguments - int and double.
- IntDoublePair - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of an int and double.
- IntDoublePair.Meta - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for IntDoublePair.
- IntDoublePredicate - Interface in com.opengamma.strata.collect.function
-
A predicate of two arguments - int and double.
- IntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - int and double.
- intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
- intermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
The meta-property for the intermediateExchange property.
- intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
- intermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the intermediateExchange property.
- interpolate(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
-
- interpolate(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator
-
Computes the y-value for the specified x-value by interpolation.
- interpolate(double, double) - Method in interface com.opengamma.strata.market.surface.interpolator.BoundSurfaceInterpolator
-
Computes the z-value for the specified x-y-value by interpolation.
- InterpolatedNodalCurve - Class in com.opengamma.strata.market.curve
-
A curve based on interpolation between a number of nodal points.
- InterpolatedNodalCurve.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for InterpolatedNodalCurve.
- InterpolatedNodalCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for InterpolatedNodalCurve.
- InterpolatedNodalCurveDefinition - Class in com.opengamma.strata.market.curve
-
Provides the definition of how to calibrate an interpolated nodal curve.
- InterpolatedNodalCurveDefinition.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for InterpolatedNodalCurveDefinition.
- InterpolatedNodalCurveDefinition.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for InterpolatedNodalCurveDefinition.
- InterpolatedNodalSurface - Class in com.opengamma.strata.market.surface
-
A surface based on interpolation between a number of nodal points.
- InterpolatedNodalSurface.Builder - Class in com.opengamma.strata.market.surface
-
The bean-builder for InterpolatedNodalSurface.
- InterpolatedNodalSurface.Meta - Class in com.opengamma.strata.market.surface
-
The meta-bean for InterpolatedNodalSurface.
- InterpolatedStrikeSmileDeltaTermStructure - Class in com.opengamma.strata.pricer.fxopt
-
An interpolated term structure of smiles as used in Forex market.
- InterpolatedStrikeSmileDeltaTermStructure.Meta - Class in com.opengamma.strata.pricer.fxopt
-
The meta-bean for InterpolatedStrikeSmileDeltaTermStructure.
- interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
Sets the interpolator.
- interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
The meta-property for the interpolator property.
- interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
Sets the interpolator used to find points on the curve.
- interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
The meta-property for the interpolator property.
- INTERPOLATOR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
-
Interpolator extrapolator.
- interpolator(SurfaceInterpolator) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
Sets the underlying interpolator.
- interpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
The meta-property for the interpolator property.
- interpolator(GridSurfaceInterpolator) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
-
Sets the interpolator for the caplet volatilities.
- interpolator() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
-
The meta-property for the interpolator property.
- interpolator(CurveInterpolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
Sets the interpolator for the SABR parameter curves.
- interpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the interpolator property.
- interpolator(CurveInterpolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the interpolator for the SABR parameters.
- interpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the interpolator property.
- interpolator() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the interpolator property.
- interpolator() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
-
The meta-property for the interpolator property.
- intersection(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Obtains the intersection of a pair of time series.
- IntIntConsumer - Interface in com.opengamma.strata.collect.function
-
An operation consuming two arguments - int and int.
- IntIntDoubleConsumer - Interface in com.opengamma.strata.collect.function
-
An operation consuming three arguments - int, int and double.
- IntIntDoublePredicate - Interface in com.opengamma.strata.collect.function
-
A predicate of three arguments - int, int and double.
- IntIntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function
-
A function of three arguments - int, int and double.
- IntIntToDoubleFunction - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - int and int.
- IntTernaryOperator - Interface in com.opengamma.strata.collect.function
-
A function of three arguments that returns a value.
- invalidTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
Generates a failure result for an invalid token.
- inverse() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Gets the inverse currency pair.
- inverse() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Gets the inverse rate.
- inverse() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Returns the inverse transaction.
- inverseKnockType() - Method in interface com.opengamma.strata.product.option.Barrier
-
Obtains an instance with knock type inverted.
- inverseKnockType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
-
- IR01_CALIBRATED_BUCKETED - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the PV change under a series of 1 bps shifts in calibrated curve at each curve node.
- IR01_CALIBRATED_PARALLEL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the PV change under a 1 bps shift in calibrated curve.
- IR01_MARKET_QUOTE_BUCKETED - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the PV change under a series of 1 bps shifts in market quotes at each curve node.
- IR01_MARKET_QUOTE_PARALLEL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the PV change under a 1 bps shift to market quotes.
- IS - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'IS' - Iceland.
- isAccruedInterest() - Method in enum com.opengamma.strata.product.credit.PaymentOnDefault
-
Check if the accrued premium is paid.
- isActive() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex
-
Gets whether the index is active.
- isActive() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Gets whether the index is active, defaulted to true.
- isActive() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Gets whether the index is active, defaulted to true.
- isActive() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Gets whether the index is active, defaulted to true.
- isActive() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Gets whether the index is active, defaulted to true.
- isActive() - Method in interface com.opengamma.strata.product.swap.SwapIndex
-
Gets whether the index is active.
- isAnnual() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is annual.
- isBeginning() - Method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
-
Check if the type is 'Beginning'.
- isBusinessDay(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Checks if the specified date is a business day.
- isBuy() - Method in enum com.opengamma.strata.product.common.BuySell
-
Checks if the type is 'Buy'.
- isCalculateBackwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if the schedule is calculated backwards from the end date to the start date.
- isCalculateForwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if the schedule is calculated forwards from the start date to the end date.
- isCall() - Method in enum com.opengamma.strata.product.common.PutCall
-
Checks if the type is 'Call'.
- isCleanPrice() - Method in enum com.opengamma.strata.pricer.common.PriceType
-
Check if the price type is 'Clean'.
- isComplete() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Returns true if evaluation of the whole expression is complete.
- isCompoundingApplicable() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Checks whether compounding applies.
- isComputeJacobian() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets the flag indicating if the Jacobian matrices should be computed and stored in metadata or not.
- isComputeJacobian() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Gets the flag indicating if the Jacobian matrices should be computed and stored in metadata or not.
- isComputePvSensitivityToMarketQuote() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Gets the flag indicating if present value sensitivity to market quotes should be computed and stored in metadata or not.
- isConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if this currency pair is a conventional currency pair.
- isCrossCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Checks if this trade is cross-currency.
- isCrossCurrency() - Method in class com.opengamma.strata.product.swap.Swap
-
Checks if this trade is cross-currency.
- isCurrencyConvertible() - Method in class com.opengamma.strata.calc.ImmutableMeasure
-
Gets flag indicating whether measure values should be automatically converted to the reporting currency.
- isCurrencyConvertible() - Method in interface com.opengamma.strata.calc.Measure
-
Flag indicating whether measure values should be automatically converted to the reporting currency.
- IsdaCdsProductPricer - Class in com.opengamma.strata.pricer.credit
-
Pricer for single-name credit default swaps (CDS) based on ISDA standard model.
- IsdaCdsProductPricer(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Constructor specifying the formula to use for the accrued on default calculation.
- IsdaCdsTradePricer - Class in com.opengamma.strata.pricer.credit
-
Pricer for single-name credit default swaps (CDS) trade based on ISDA standard model.
- IsdaCdsTradePricer() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
The default constructor.
- IsdaCdsTradePricer(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
The constructor with the accrual-on-default formula specified.
- IsdaCompliantCreditCurveCalibrator - Class in com.opengamma.strata.pricer.credit
-
ISDA compliant credit curve calibrator.
- IsdaCompliantCreditCurveCalibrator() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
-
- IsdaCompliantCreditCurveCalibrator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
-
- IsdaCompliantCreditCurveCalibrator(AccrualOnDefaultFormula, ArbitrageHandling) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
-
- IsdaCompliantDiscountCurveCalibrator - Class in com.opengamma.strata.pricer.credit
-
ISDA compliant discount curve calibrator.
- IsdaCompliantIndexCurveCalibrator - Class in com.opengamma.strata.pricer.credit
-
ISDA compliant index curve calibrator.
- IsdaCompliantIndexCurveCalibrator(IsdaCompliantCreditCurveCalibrator) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCompliantIndexCurveCalibrator
-
Constructor with the underlying credit curve calibrator specified.
- IsdaCreditCurveDefinition - Class in com.opengamma.strata.market.curve
-
Provides the definition of how to calibrate an ISDA compliant curve for credit.
- IsdaCreditCurveDefinition.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for IsdaCreditCurveDefinition.
- IsdaCreditCurveNode - Interface in com.opengamma.strata.market.curve
-
A node specifying how to calibrate an ISDA compliant curve.
- IsdaCreditDiscountFactors - Class in com.opengamma.strata.pricer.credit
-
ISDA compliant zero rate discount factors.
- IsdaCreditDiscountFactors.Meta - Class in com.opengamma.strata.pricer.credit
-
The meta-bean for IsdaCreditDiscountFactors.
- IsdaHomogenousCdsIndexProductPricer - Class in com.opengamma.strata.pricer.credit
-
Pricer for CDS portfolio index based on ISDA standard model.
- IsdaHomogenousCdsIndexProductPricer(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Constructor specifying the formula to use for the accrued on default calculation.
- IsdaHomogenousCdsIndexTradePricer - Class in com.opengamma.strata.pricer.credit
-
Pricer for CDS portfolio index trade based on ISDA standard model.
- IsdaHomogenousCdsIndexTradePricer() - Constructor for class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
The default constructor.
- IsdaHomogenousCdsIndexTradePricer(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
The constructor with the accrual-on-default formula specified.
- isDefaulted(StandardId) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformation
-
Creates an instance for a legal entity which has defaulted.
- isDefaulted() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation
-
Gets whether the legal entity has defaulted or not.
- isDown() - Method in enum com.opengamma.strata.product.option.BarrierType
-
Checks if the type is 'Down'.
- isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Checks if this array is empty.
- isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Checks if this matrix is empty.
- isEmpty() - Method in class com.opengamma.strata.collect.array.IntArray
-
Checks if this array is empty.
- isEmpty() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
- isEmpty() - Method in class com.opengamma.strata.collect.io.PropertySet
-
Checks if this property set is empty.
- isEmpty() - Method in class com.opengamma.strata.collect.result.FailureItems
-
Checks if the list of failures is empty.
- isEmpty() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Indicates if this time-series is empty.
- isEnd() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
-
Checks if the type is 'End'.
- isEndOfMonthConvention() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
-
Checks if the end of month convention is in use.
- isEndOfMonthConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Checks if the end of month convention is in use.
- isFailure() - Method in class com.opengamma.strata.collect.result.Result
-
Indicates if this result represents a failure.
- isFalse(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is false.
- isFalse(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is false.
- isFinalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the flag indicating whether to exchange the final notional.
- isFinalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the flag indicating whether to exchange the final notional.
- isFixed() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
-
Checks if the type is 'Fixed'.
- isFixed() - Method in enum com.opengamma.strata.product.swap.SwapLegType
-
Checks if the type is 'Fixed'.
- isFixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
Checks if the stub has a fixed rate.
- isFixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Checks if the stub has a fixed rate.
- isFlex() - Method in class com.opengamma.strata.product.etd.EtdVariant
-
Checks if the variant is a Flex Future or Flex Option.
- isFloat() - Method in enum com.opengamma.strata.product.swap.SwapLegType
-
Checks if the type is floating, defined as 'Ibor', 'Overnight' or 'Inflation'.
- isFloatingRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Checks if the stub has a floating rate.
- isHoliday(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Checks if the specified date is a holiday.
- isHoliday(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- isIbor() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Checks if the type is 'Ibor'.
- isIdentity() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if this currency pair is an identity pair.
- isIgnoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Gets whether to ignore failures, or report the errors.
- isInitialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the flag indicating whether to exchange the initial notional.
- isInitialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the flag indicating whether to exchange the initial notional.
- isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
- isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
- isInterpolated() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Checks if the stub has an interpolated rate.
- isInverse(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Checks if this currency pair is the inverse of the specified pair.
- isIsdaCompliant() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Checks if the instance is based on an ISDA compliant curve.
- isIsdaCompliant() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
- ISK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'ISK' = Icelandic Krone.
- isKnockIn() - Method in enum com.opengamma.strata.product.option.KnockType
-
Checks if the type is 'Knock-in'.
- isKnownAmount() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
Checks if the stub has a known amount.
- isKnownAmount() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Checks if the stub has a known amount.
- isKnownFormat(CharSource) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader
-
Checks whether the source is a CSV format position file.
- isKnownFormat(CharSource) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader
-
Checks whether the source is a CSV format trade file.
- isLastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Checks if the specified date is the last business day of the month.
- isLastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- isLastFixing() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
-
Checks if the type is 'LastFixing'.
- isLong() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if this convention may result in a long stub.
- isLong() - Method in enum com.opengamma.strata.product.common.LongShort
-
Checks if the type is 'Long'.
- isMonthBased() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Checks whether the convention requires a month-based period.
- isMonthBased() - Method in class com.opengamma.strata.basics.date.Tenor
-
Checks if the tenor is month-based.
- isMonthBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is month-based.
- isNatural() - Method in class com.opengamma.strata.calc.ReportingCurrency
-
Checks if the type is 'Natural'.
- isNone() - Method in class com.opengamma.strata.calc.ReportingCurrency
-
Checks if the type is 'None'.
- isNotDefaulted(StandardId) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformation
-
Creates an instance for a legal entity which has not defaulted.
- isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Gets the flag indicating whether to exchange the notional.
- isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Gets the flag indicating whether to exchange the notional.
- isOvernight() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Checks if the type is 'OvernightCompounded' or 'OvernightAveraged'.
- isParallel() - Method in class com.opengamma.strata.collect.MapStream
-
- isPay() - Method in enum com.opengamma.strata.product.common.PayReceive
-
Checks if the type is 'Pay'.
- isPrice() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Checks if the type is 'Price'.
- isPut() - Method in enum com.opengamma.strata.product.common.PutCall
-
Checks if the type is 'Put'.
- isReceive() - Method in enum com.opengamma.strata.product.common.PayReceive
-
Checks if the type is 'Receive'.
- isRegular(Frequency, RollConvention) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Checks if this period is regular according to the specified frequency and roll convention.
- isScenarioValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Checks if this box contains market data for multiple scenarios.
- isSell() - Method in enum com.opengamma.strata.product.common.BuySell
-
Checks if the type is 'Sell'.
- isShort() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Checks if this convention may result in a short stub.
- isShort() - Method in enum com.opengamma.strata.product.common.LongShort
-
Checks if the type is 'Short'.
- isSingleValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Checks if this box contains a single market data value that is used for all scenarios.
- isSpecific() - Method in class com.opengamma.strata.calc.ReportingCurrency
-
Checks if the type is 'Specific'.
- isSquare() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Checks if this matrix is square.
- isStoreNodeTrade() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Gets the flag indicating if the node trade should be stored or not.
- isSuccess() - Method in class com.opengamma.strata.collect.result.Result
-
Indicates if this result represents a successful call and has a result available.
- issuerCurveDiscountFactors(StandardId, Currency) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
- IssuerCurveDiscountFactors - Class in com.opengamma.strata.pricer.bond
-
Provides access to discount factors for an issuer curve.
- issuerCurveDiscountFactors(StandardId, Currency) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
-
Gets the discount factors from an issuer based on the issuer ID and currency.
- IssuerCurveDiscountFactors.Meta - Class in com.opengamma.strata.pricer.bond
-
The meta-bean for IssuerCurveDiscountFactors.
- issuerCurveGroups(Map<StandardId, LegalEntityGroup>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
-
Sets the groups used to find an issuer curve.
- issuerCurveGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
-
The meta-property for the issuerCurveGroups property.
- issuerCurves(Map<Pair<LegalEntityGroup, Currency>, Curve>) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
-
Sets the issuer curves in the curve group, keyed by legal entity group and currency.
- issuerCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
-
The meta-property for the issuerCurves property.
- issuerCurves(Map<Pair<LegalEntityGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
-
Sets the issuer curves, keyed by group and currency.
- issuerCurves() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
-
The meta-property for the issuerCurves property.
- IssuerCurveZeroRateSensitivity - Class in com.opengamma.strata.pricer.bond
-
Point sensitivity to the issuer curve.
- IssuerCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.pricer.bond
-
The meta-bean for IssuerCurveZeroRateSensitivity.
- isTerm() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is the 'Term' instance.
- isTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Checks if this schedule represents a single 'Term' period.
- isTrue(boolean) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isTrue(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isTrue(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isTrue(boolean, String, long) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isTrue(boolean, String, double) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified boolean is true.
- isWeekBased() - Method in class com.opengamma.strata.basics.date.Tenor
-
Checks if the tenor is week-based.
- isWeekBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Checks if the periodic frequency is week-based.
- IT - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'IT' - Italy.
- items() - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
The meta-property for the items property.
- IterableTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against an iterable object and returns a value.
- IterableTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
-
- iterator() - Method in class com.opengamma.strata.collect.MapStream
-
- macaulayDurationFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the Macaulay duration of the fixed coupon bond product from yield.
- map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with an operation applied to each value in the array.
- map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance with an operation applied to each value in the matrix.
- map(IntUnaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance with an operation applied to each value in the array.
- map(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the entries in the stream by applying a mapper function to each key and value.
- map(Function<? super Map.Entry<K, V>, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
- map(Function<? super T, ? extends R>) - Method in class com.opengamma.strata.collect.result.Result
-
Processes a successful result by applying a function that alters the value.
- map(Function<T, R>) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Applies a function to the contents of the box and returns another box.
- map() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
-
The meta-property for the map property.
- mapAmount(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Applies an operation to the amount.
- mapAmounts(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Applies an operation to the amounts.
- mapCurrencyAmounts(UnaryOperator<CurrencyAmount>) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Applies an operation to the currency amounts.
- mapDates(Function<? super LocalDate, ? extends LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Applies an operation to each date in the time series which creates a new date, returning a new time series
with the new dates and the points from this time series.
- mapKeys(Function<? super K, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the keys in the stream by applying a mapper function to each key.
- mapKeys(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the keys in the stream by applying a mapper function to each key and value.
- mappings(List<? extends PerturbationMapping<?>>) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
-
Sets the market data filters and perturbations that define the scenarios.
- mappings(PerturbationMapping<?>...) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
-
Sets the mappings property in the builder
from an array of objects.
- mappings() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
-
The meta-property for the mappings property.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Applies an operation to the sensitivities in this instance.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Returns an instance with the specified operation applied to the sensitivity values.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
- mapSensitivity(DoubleUnaryOperator) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Returns an instance with the specified operation applied to the sensitivities in this builder.
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
- mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
- MapStream<K,V> - Class in com.opengamma.strata.collect
-
A stream implementation which adds methods for manipulating keys and values when streaming over map entries.
- mapToDouble(ToDoubleFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- mapToInt(ToIntFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- MapTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a map.
- MapTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
-
- mapToLong(ToLongFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- mapValues(Function<? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the values in the stream by applying a mapper function to each value.
- mapValues(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
-
Transforms the values in the stream by applying a mapper function to each key and value.
- mapValues(DoubleUnaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Applies an operation to each value in the time series.
- mapWithIndex(IntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with an operation applied to each indexed value in the array.
- mapWithIndex(IntIntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance with an operation applied to each indexed value in the matrix.
- mapWithIndex(IntBinaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance with an operation applied to each indexed value in the array.
- mapWithIndex(int, ObjIntFunction<T, R>) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Applies a function to the contents of the box once for each scenario and returns a box containing
the values returned from the function.
- MARKET_QUOTE - Static variable in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
The market quote instance, which is the default used in synthetic curve calibration.
- MARKET_VALUE - Static variable in class com.opengamma.strata.data.FieldName
-
The field name for the market value - 'MarketValue'.
- MarketData - Interface in com.opengamma.strata.data
-
Provides access to market data, such as curves, surfaces and time-series.
- marketData(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
Sets the market data.
- marketData() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
The meta-property for the marketData property.
- marketData(CurveGroupDefinition, RatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.SyntheticCurveCalibrator
-
Constructs the synthetic market data from an existing rates provider and the configuration of the new curves.
- MarketDataBox<T> - Interface in com.opengamma.strata.data.scenario
-
A box which can provide values for an item of market data used in scenarios.
- MarketDataConfig - Class in com.opengamma.strata.calc.marketdata
-
Configuration required for building non-observable market data, for example curves or surfaces.
- MarketDataConfig.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for MarketDataConfig.
- MarketDataConfigBuilder - Class in com.opengamma.strata.calc.marketdata
-
- MarketDataFactory - Interface in com.opengamma.strata.calc.marketdata
-
Component that provides the ability to source and calibrate market data.
- marketDataFactory() - Static method in class com.opengamma.strata.measure.StandardComponents
-
Returns a market data factory containing the standard set of market data functions.
- marketDataFactory(ObservableDataProvider) - Static method in class com.opengamma.strata.measure.StandardComponents
-
Returns a market data factory containing the standard set of market data functions.
- MarketDataFilter<T,I extends MarketDataId<T>> - Interface in com.opengamma.strata.calc.marketdata
-
Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.
- MarketDataFunction<T,I extends MarketDataId<? extends T>> - Interface in com.opengamma.strata.calc.marketdata
-
A market data function creates items of market data for a set of market data IDs.
- marketDataFunctions() - Static method in class com.opengamma.strata.measure.StandardComponents
-
Returns the standard market data functions used to build market data values from other market data.
- MarketDataFxRateProvider - Class in com.opengamma.strata.data
-
Provides FX rates from market data.
- MarketDataId<T> - Interface in com.opengamma.strata.data
-
An identifier for a unique item of market data.
- MarketDataName<T> - Class in com.opengamma.strata.data
-
A name for an item of market data.
- MarketDataName() - Constructor for class com.opengamma.strata.data.MarketDataName
-
- marketDataName() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
-
The meta-property for the marketDataName property.
- marketDataName() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
-
The meta-property for the marketDataName property.
- marketDataName() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
-
The meta-property for the marketDataName property.
- MarketDataNotFoundException - Exception in com.opengamma.strata.data
-
Exception thrown if market data cannot be found.
- MarketDataNotFoundException(String) - Constructor for exception com.opengamma.strata.data.MarketDataNotFoundException
-
Creates the exception passing the exception message.
- MarketDataRequirements - Class in com.opengamma.strata.calc.marketdata
-
Requirements for market data.
- MarketDataRequirements.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for MarketDataRequirements.
- MarketDataRequirementsBuilder - Class in com.opengamma.strata.calc.marketdata
-
- MarketDataRequirementsBuilder() - Constructor for class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
-
- marketDataType(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
-
Sets the type of market data handled by this mapping.
- marketDataType() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
-
The meta-property for the marketDataType property.
- MarketDataView - Interface in com.opengamma.strata.market
-
A high-level view of a single item of market data.
- marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
-
Obtains a filtered view of the complete set of market data.
- MarketQuoteMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.curve
-
Provides market quote measures for a single type of trade based on functions.
- MarketQuoteSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity
-
Calculator to obtain the Market Quote sensitivities.
- MarketQuoteSensitivityCalculator() - Constructor for class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
-
- matches(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Checks if the date matches the rules of the roll convention.
- matches(I, MarketDataBox<T>, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter
-
Applies the filter to a market data ID and the corresponding market data value
and returns true if the filter matches.
- matches(MarketDataId<?>, MarketDataBox<?>, ReferenceData) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
Returns true if the filter matches the market data ID and value.
- matches(Pattern, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument is non-null and matches the specified pattern.
- matches(CharMatcher, int, int, String, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
-
Checks that the specified argument is non-null and only contains the specified characters.
- matching(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
-
Returns a selector that matches the specified party ID.
- matchingRegex(Pattern) - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
-
Returns a selector that matches the specified party ID regular expression.
- MathException - Exception in com.opengamma.strata.math
-
Exception thrown by math.
- MathException() - Constructor for exception com.opengamma.strata.math.MathException
-
Creates an instance.
- MathException(String) - Constructor for exception com.opengamma.strata.math.MathException
-
Creates an instance based on a message.
- MathException(String, Throwable) - Constructor for exception com.opengamma.strata.math.MathException
-
Creates an instance based on a message and cause.
- MathException(Throwable) - Constructor for exception com.opengamma.strata.math.MathException
-
Creates an instance based on a cause.
- Matrix - Interface in com.opengamma.strata.collect.array
-
Base interface for all matrix types.
- maturityDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
The meta-property for the maturityDate property.
- maturityDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
The meta-property for the maturityDate property.
- maturityDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the maturity date of the investment implied by the fixing date.
- maturityDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the maturityDate property.
- maturityDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
Sets the adjustment applied to the fixing date to obtain the maturity date.
- maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
The meta-property for the maturityDateOffset property.
- maturityDateOffset(TenorAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
Sets the adjustment applied to the effective date to obtain the maturity date.
- maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
The meta-property for the maturityDateOffset property.
- max() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns the minimum value held in the array.
- max() - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns the minimum value held in the array.
- max(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- maximumSteps(int) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
-
Sets the maximum number of steps for the root finder.
- maximumSteps() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
-
The meta-property for the maximumSteps property.
- measure(Measure) - Method in class com.opengamma.strata.calc.Column.Builder
-
Sets the measure to be calculated.
- measure() - Method in class com.opengamma.strata.calc.Column.Meta
-
The meta-property for the measure property.
- measure() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
-
The meta-property for the measure property.
- Measure - Interface in com.opengamma.strata.calc
-
Identifies a measure that can be produced by the system.
- measure() - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction
-
- measure() - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction
-
Returns the measure calculated by the function.
- measure(String) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
-
Gets the measure encoded in a value path, if present.
- Measures - Class in com.opengamma.strata.measure
-
The standard set of measures that can be calculated by Strata.
- merge(FxMatrix) - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Merges the entries from the other matrix into this one.
- merge(LocalDate, double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Merges the specified date/value point into this builder.
- merge(LocalDateDoublePoint, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Merges the specified date/value point into this builder.
- mergeRegular(int, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Merges this schedule to form a new schedule by combining the regular schedule periods.
- mergeToTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Merges this schedule to form a new schedule with a single 'Term' period.
- message() - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
The meta-property for the message property.
- message() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
The meta-property for the message property.
- Messages - Class in com.opengamma.strata.collect
-
Contains utility methods for managing messages.
- meta() - Static method in class com.opengamma.strata.basics.CalculationTargetList
-
The meta-bean for CalculationTargetList.
- meta() - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
The meta-bean for AdjustablePayment.
- meta() - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
The meta-bean for CurrencyAmountArray.
- meta() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
The meta-bean for FxMatrix.
- meta() - Static method in class com.opengamma.strata.basics.currency.FxRate
-
The meta-bean for FxRate.
- meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
The meta-bean for MultiCurrencyAmount.
- meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
The meta-bean for MultiCurrencyAmountArray.
- meta() - Static method in class com.opengamma.strata.basics.currency.Payment
-
The meta-bean for Payment.
- meta() - Static method in class com.opengamma.strata.basics.date.AdjustableDate
-
The meta-bean for AdjustableDate.
- meta() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
The meta-bean for BusinessDayAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
The meta-bean for DaysAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
The meta-bean for ImmutableHolidayCalendar.
- meta() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
The meta-bean for PeriodAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
The meta-bean for TenorAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.ImmutableReferenceData
-
The meta-bean for ImmutableReferenceData.
- meta() - Static method in class com.opengamma.strata.basics.index.FxIndexObservation
-
The meta-bean for FxIndexObservation.
- meta() - Static method in class com.opengamma.strata.basics.index.IborIndexObservation
-
The meta-bean for IborIndexObservation.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
The meta-bean for ImmutableFloatingRateName.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
The meta-bean for ImmutableFxIndex.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
The meta-bean for ImmutableIborIndex.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
The meta-bean for ImmutableOvernightIndex.
- meta() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
The meta-bean for ImmutablePriceIndex.
- meta() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
The meta-bean for OvernightIndexObservation.
- meta() - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
The meta-bean for PriceIndexObservation.
- meta() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
The meta-bean for PeriodicSchedule.
- meta() - Static method in class com.opengamma.strata.basics.schedule.Schedule
-
The meta-bean for Schedule.
- meta() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
The meta-bean for SchedulePeriod.
- meta() - Static method in class com.opengamma.strata.basics.StandardId
-
The meta-bean for StandardId.
- meta() - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
-
The meta-bean for HalfUpRounding.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
The meta-bean for ValueAdjustment.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueDerivatives
-
The meta-bean for ValueDerivatives.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
The meta-bean for ValueSchedule.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueStep
-
The meta-bean for ValueStep.
- meta() - Static method in class com.opengamma.strata.basics.value.ValueStepSequence
-
The meta-bean for ValueStepSequence.
- meta() - Static method in class com.opengamma.strata.calc.CalculationRules
-
The meta-bean for CalculationRules.
- meta() - Static method in class com.opengamma.strata.calc.Column
-
The meta-bean for Column.
- meta() - Static method in class com.opengamma.strata.calc.ColumnHeader
-
The meta-bean for ColumnHeader.
- meta() - Static method in class com.opengamma.strata.calc.ImmutableMeasure
-
The meta-bean for ImmutableMeasure.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
The meta-bean for BuiltMarketData.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
The meta-bean for BuiltScenarioMarketData.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
-
The meta-bean for MarketDataConfig.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
The meta-bean for MarketDataRequirements.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
The meta-bean for PerturbationMapping.
- meta() - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
The meta-bean for ScenarioDefinition.
- meta() - Static method in class com.opengamma.strata.calc.ReportingCurrency
-
The meta-bean for ReportingCurrency.
- meta() - Static method in class com.opengamma.strata.calc.Results
-
The meta-bean for Results.
- meta() - Static method in class com.opengamma.strata.calc.runner.CalculationParameters
-
The meta-bean for CalculationParameters.
- meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResult
-
The meta-bean for CalculationResult.
- meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResults
-
The meta-bean for CalculationResults.
- meta() - Static method in class com.opengamma.strata.calc.runner.CalculationTask
-
The meta-bean for CalculationTask.
- meta() - Static method in class com.opengamma.strata.calc.runner.CalculationTaskCell
-
The meta-bean for CalculationTaskCell.
- meta() - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
-
The meta-bean for CalculationTasks.
- meta() - Static method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
The meta-bean for FunctionRequirements.
- meta() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
The meta-bean for DoubleMatrix.
- meta() - Static method in class com.opengamma.strata.collect.result.Failure
-
The meta-bean for Failure.
- meta() - Static method in class com.opengamma.strata.collect.result.FailureItem
-
The meta-bean for FailureItem.
- meta() - Static method in class com.opengamma.strata.collect.result.FailureItems
-
The meta-bean for FailureItems.
- meta() - Static method in class com.opengamma.strata.collect.result.Result
-
The meta-bean for Result.
- meta() - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
-
The meta-bean for ValueWithFailures.
- meta() - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
-
The meta-bean for DoublesPair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
The meta-bean for IntDoublePair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
The meta-bean for LongDoublePair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
The meta-bean for ObjDoublePair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
The meta-bean for ObjIntPair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.Pair
-
The meta-bean for Pair.
- meta() - Static method in class com.opengamma.strata.collect.tuple.Triple
-
The meta-bean for Triple.
- meta() - Static method in class com.opengamma.strata.data.FxMatrixId
-
The meta-bean for FxMatrixId.
- meta() - Static method in class com.opengamma.strata.data.FxRateId
-
The meta-bean for FxRateId.
- meta() - Static method in class com.opengamma.strata.data.ImmutableMarketData
-
The meta-bean for ImmutableMarketData.
- meta() - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
The meta-bean for MarketDataFxRateProvider.
- meta() - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
The meta-bean for CurrencyScenarioArray.
- meta() - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
-
The meta-bean for DoubleScenarioArray.
- meta() - Static method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
The meta-bean for FxRateScenarioArray.
- meta() - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
The meta-bean for ImmutableScenarioMarketData.
- meta() - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
The meta-bean for MultiCurrencyScenarioArray.
- meta() - Static method in class com.opengamma.strata.market.amount.CashFlow
-
The meta-bean for CashFlow.
- meta() - Static method in class com.opengamma.strata.market.amount.CashFlows
-
The meta-bean for CashFlows.
- meta() - Static method in class com.opengamma.strata.market.amount.LegAmounts
-
The meta-bean for LegAmounts.
- meta() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
-
The meta-bean for SwapLegAmount.
- meta() - Static method in class com.opengamma.strata.market.curve.AddFixedCurve
-
The meta-bean for AddFixedCurve.
- meta() - Static method in class com.opengamma.strata.market.curve.ConstantCurve
-
The meta-bean for ConstantCurve.
- meta() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
The meta-bean for ConstantNodalCurve.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveGroup
-
The meta-bean for CurveGroup.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
The meta-bean for CurveGroupDefinition.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
The meta-bean for CurveGroupEntry.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveGroupId
-
The meta-bean for CurveGroupId.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveId
-
The meta-bean for CurveId.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveInputs
-
The meta-bean for CurveInputs.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveInputsId
-
The meta-bean for CurveInputsId.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveNodeDate
-
The meta-bean for CurveNodeDate.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
-
The meta-bean for CurveNodeDateOrder.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveParallelShifts
-
The meta-bean for CurveParallelShifts.
- meta() - Static method in class com.opengamma.strata.market.curve.CurveParameterSize
-
The meta-bean for CurveParameterSize.
- meta() - Static method in class com.opengamma.strata.market.curve.CurvePointShifts
-
Deprecated.
The meta-bean for CurvePointShifts.
- meta() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
The meta-bean for DefaultCurveMetadata.
- meta() - Static method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
The meta-bean for DepositIsdaCreditCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
The meta-bean for InflationNodalCurve.
- meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
The meta-bean for InterpolatedNodalCurve.
- meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
The meta-bean for InterpolatedNodalCurveDefinition.
- meta() - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
The meta-bean for IsdaCreditCurveDefinition.
- meta() - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
The meta-bean for JacobianCalibrationMatrix.
- meta() - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
The meta-bean for LegalEntityCurveGroup.
- meta() - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
The meta-bean for CdsIndexIsdaCreditCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
The meta-bean for CdsIsdaCreditCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
The meta-bean for FixedIborSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
The meta-bean for FixedInflationSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
The meta-bean for FixedOvernightSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
The meta-bean for FraCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
The meta-bean for FxSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
The meta-bean for IborFixingDepositCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
The meta-bean for IborFutureCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
The meta-bean for IborIborSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
The meta-bean for OvernightIborSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
The meta-bean for TermDepositCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
The meta-bean for ThreeLegBasisSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
The meta-bean for XCcyIborIborSwapCurveNode.
- meta() - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
The meta-bean for ParallelShiftedCurve.
- meta() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
The meta-bean for ParameterizedFunctionalCurve.
- meta() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
The meta-bean for ParameterizedFunctionalCurveDefinition.
- meta() - Static method in class com.opengamma.strata.market.curve.SeasonalityDefinition
-
The meta-bean for SeasonalityDefinition.
- meta() - Static method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
-
The meta-bean for SimpleCurveParameterMetadata.
- meta() - Static method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
The meta-bean for SwapIsdaCreditCurveNode.
- meta() - Static method in class com.opengamma.strata.market.explain.ExplainMap
-
The meta-bean for ExplainMap.
- meta() - Static method in class com.opengamma.strata.market.FxRateShifts
-
The meta-bean for FxRateShifts.
- meta() - Static method in class com.opengamma.strata.market.GenericDoubleShifts
-
The meta-bean for GenericDoubleShifts.
- meta() - Static method in class com.opengamma.strata.market.observable.IndexQuoteId
-
The meta-bean for IndexQuoteId.
- meta() - Static method in class com.opengamma.strata.market.observable.LegalEntityInformation
-
The meta-bean for LegalEntityInformation.
- meta() - Static method in class com.opengamma.strata.market.observable.LegalEntityInformationId
-
The meta-bean for LegalEntityInformationId.
- meta() - Static method in class com.opengamma.strata.market.observable.QuoteId
-
The meta-bean for QuoteId.
- meta() - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArray
-
The meta-bean for QuoteScenarioArray.
- meta() - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
-
The meta-bean for QuoteScenarioArrayId.
- meta() - Static method in class com.opengamma.strata.market.option.DeltaStrike
-
The meta-bean for DeltaStrike.
- meta() - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
The meta-bean for LogMoneynessStrike.
- meta() - Static method in class com.opengamma.strata.market.option.MoneynessStrike
-
The meta-bean for MoneynessStrike.
- meta() - Static method in class com.opengamma.strata.market.option.SimpleStrike
-
The meta-bean for SimpleStrike.
- meta() - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
The meta-bean for CrossGammaParameterSensitivities.
- meta() - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
The meta-bean for CrossGammaParameterSensitivity.
- meta() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
The meta-bean for CurrencyParameterSensitivities.
- meta() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
The meta-bean for CurrencyParameterSensitivity.
- meta() - Static method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
-
The meta-bean for LabelDateParameterMetadata.
- meta() - Static method in class com.opengamma.strata.market.param.LabelParameterMetadata
-
The meta-bean for LabelParameterMetadata.
- meta() - Static method in class com.opengamma.strata.market.param.ParameterSize
-
The meta-bean for ParameterSize.
- meta() - Static method in class com.opengamma.strata.market.param.PointShifts
-
The meta-bean for PointShifts.
- meta() - Static method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
-
The meta-bean for ResolvedTradeParameterMetadata.
- meta() - Static method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
-
The meta-bean for TenorDateParameterMetadata.
- meta() - Static method in class com.opengamma.strata.market.param.TenorParameterMetadata
-
The meta-bean for TenorParameterMetadata.
- meta() - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
The meta-bean for UnitParameterSensitivities.
- meta() - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
The meta-bean for UnitParameterSensitivity.
- meta() - Static method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
-
The meta-bean for YearMonthDateParameterMetadata.
- meta() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
The meta-bean for PointSensitivities.
- meta() - Static method in class com.opengamma.strata.market.surface.ConstantSurface
-
The meta-bean for ConstantSurface.
- meta() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
The meta-bean for DefaultSurfaceMetadata.
- meta() - Static method in class com.opengamma.strata.market.surface.DeformedSurface
-
The meta-bean for DeformedSurface.
- meta() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
The meta-bean for InterpolatedNodalSurface.
- meta() - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
The meta-bean for GridSurfaceInterpolator.
- meta() - Static method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
-
The meta-bean for SimpleSurfaceParameterMetadata.
- meta() - Static method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
-
The meta-bean for TargetTypeCalculationParameter.
- meta() - Static method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
-
The meta-bean for TradeCounterpartyCalculationParameter.
- meta() - Static method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
-
The meta-bean for CmsSabrExtrapolationParams.
- meta() - Static method in class com.opengamma.strata.measure.curve.RootFinderConfig
-
The meta-bean for RootFinderConfig.
- meta() - Static method in class com.opengamma.strata.measure.fx.FxRateConfig
-
The meta-bean for FxRateConfig.
- meta() - Static method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
The meta-bean for BlackBondFutureExpiryLogMoneynessVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
The meta-bean for BondFutureOptionSensitivity.
- meta() - Static method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
-
The meta-bean for BondFutureVolatilitiesId.
- meta() - Static method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
The meta-bean for ImmutableLegalEntityDiscountingProvider.
- meta() - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
The meta-bean for IssuerCurveDiscountFactors.
- meta() - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
The meta-bean for IssuerCurveZeroRateSensitivity.
- meta() - Static method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
The meta-bean for RepoCurveDiscountFactors.
- meta() - Static method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
The meta-bean for RepoCurveZeroRateSensitivity.
- meta() - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
The meta-bean for BlackIborCapletFloorletExpiryStrikeVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
The meta-bean for DirectIborCapletFloorletVolatilityDefinition.
- meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
The meta-bean for IborCapletFloorletSabrSensitivity.
- meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
The meta-bean for IborCapletFloorletSensitivity.
- meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
-
The meta-bean for IborCapletFloorletVolatilitiesId.
- meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
-
The meta-bean for IborCapletFloorletVolatilityCalibrationResult.
- meta() - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
The meta-bean for NormalIborCapletFloorletExpiryStrikeVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
The meta-bean for SabrIborCapletFloorletVolatilityBootstrapDefinition.
- meta() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
The meta-bean for SabrIborCapletFloorletVolatilityCalibrationDefinition.
- meta() - Static method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
The meta-bean for SabrParametersIborCapletFloorletVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
The meta-bean for ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
The meta-bean for SurfaceIborCapletFloorletVolatilityBootstrapDefinition.
- meta() - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
-
The meta-bean for GenericVolatilitySurfacePeriodParameterMetadata.
- meta() - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
-
The meta-bean for GenericVolatilitySurfaceYearFractionParameterMetadata.
- meta() - Static method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
-
The meta-bean for ConstantRecoveryRates.
- meta() - Static method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
The meta-bean for CreditCurveZeroRateSensitivity.
- meta() - Static method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
-
The meta-bean for ImmutableCreditRatesProvider.
- meta() - Static method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
The meta-bean for IsdaCreditDiscountFactors.
- meta() - Static method in class com.opengamma.strata.pricer.credit.JumpToDefault
-
The meta-bean for JumpToDefault.
- meta() - Static method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
The meta-bean for LegalEntitySurvivalProbabilities.
- meta() - Static method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
The meta-bean for DiscountFxForwardRates.
- meta() - Static method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
The meta-bean for ForwardFxIndexRates.
- meta() - Static method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
The meta-bean for FxForwardSensitivity.
- meta() - Static method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
The meta-bean for FxIndexSensitivity.
- meta() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
The meta-bean for BlackFxOptionFlatVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
The meta-bean for BlackFxOptionSmileVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
The meta-bean for BlackFxOptionSurfaceVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
The meta-bean for FxOptionSensitivity.
- meta() - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
-
The meta-bean for FxOptionVolatilitiesId.
- meta() - Static method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
The meta-bean for FxVolatilitySurfaceYearFractionParameterMetadata.
- meta() - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
The meta-bean for InterpolatedStrikeSmileDeltaTermStructure.
- meta() - Static method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
The meta-bean for RecombiningTrinomialTreeData.
- meta() - Static method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
-
The meta-bean for SmileAndBucketedSensitivities.
- meta() - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
The meta-bean for SmileDeltaParameters.
- meta() - Static method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
-
The meta-bean for VolatilityAndBucketedSensitivities.
- meta() - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
The meta-bean for IborFutureOptionSensitivity.
- meta() - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
-
The meta-bean for IborFutureOptionVolatilitiesId.
- meta() - Static method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
The meta-bean for NormalIborFutureOptionExpirySimpleMoneynessVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
The meta-bean for HullWhiteOneFactorPiecewiseConstantParameters.
- meta() - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
The meta-bean for HullWhiteOneFactorPiecewiseConstantParametersProvider.
- meta() - Static method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
The meta-bean for SabrInterestRateParameters.
- meta() - Static method in class com.opengamma.strata.pricer.model.SabrParameters
-
The meta-bean for SabrParameters.
- meta() - Static method in class com.opengamma.strata.pricer.option.RawOptionData
-
The meta-bean for RawOptionData.
- meta() - Static method in class com.opengamma.strata.pricer.option.TenorRawOptionData
-
The meta-bean for TenorRawOptionData.
- meta() - Static method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
The meta-bean for DiscountIborIndexRates.
- meta() - Static method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
The meta-bean for DiscountOvernightIndexRates.
- meta() - Static method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
The meta-bean for IborRateSensitivity.
- meta() - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
The meta-bean for ImmutableRatesProvider.
- meta() - Static method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
The meta-bean for InflationRateSensitivity.
- meta() - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
The meta-bean for OvernightRateSensitivity.
- meta() - Static method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
The meta-bean for SimpleIborIndexRates.
- meta() - Static method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
The meta-bean for SimplePriceIndexValues.
- meta() - Static method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
The meta-bean for SimpleDiscountFactors.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
The meta-bean for BlackSwaptionExpiryTenorVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
The meta-bean for NormalSwaptionExpirySimpleMoneynessVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
The meta-bean for NormalSwaptionExpiryStrikeVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
The meta-bean for NormalSwaptionExpiryTenorVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
The meta-bean for SabrParametersSwaptionVolatilities.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
-
The meta-bean for SabrSwaptionDefinition.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
The meta-bean for SwaptionSabrSensitivity.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
The meta-bean for SwaptionSensitivity.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
-
The meta-bean for SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
-
The meta-bean for SwaptionSurfaceExpiryStrikeParameterMetadata.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
-
The meta-bean for SwaptionSurfaceExpiryTenorParameterMetadata.
- meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
-
The meta-bean for SwaptionVolatilitiesId.
- meta() - Static method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
The meta-bean for ZeroRateDiscountFactors.
- meta() - Static method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
The meta-bean for ZeroRatePeriodicDiscountFactors.
- meta() - Static method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
The meta-bean for ZeroRateSensitivity.
- meta() - Static method in class com.opengamma.strata.product.bond.BondFuture
-
The meta-bean for BondFuture.
- meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOption
-
The meta-bean for BondFutureOption.
- meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
The meta-bean for BondFutureOptionSecurity.
- meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
The meta-bean for BondFutureOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
The meta-bean for BondFutureSecurity.
- meta() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade
-
The meta-bean for BondFutureTrade.
- meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
The meta-bean for CapitalIndexedBond.
- meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
The meta-bean for CapitalIndexedBondPaymentPeriod.
- meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
The meta-bean for CapitalIndexedBondSecurity.
- meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
The meta-bean for CapitalIndexedBondTrade.
- meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond
-
The meta-bean for FixedCouponBond.
- meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
The meta-bean for FixedCouponBondPaymentPeriod.
- meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
The meta-bean for FixedCouponBondSecurity.
- meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
The meta-bean for FixedCouponBondTrade.
- meta() - Static method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
The meta-bean for KnownAmountBondPaymentPeriod.
- meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
The meta-bean for ResolvedBondFuture.
- meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
The meta-bean for ResolvedBondFutureOption.
- meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
The meta-bean for ResolvedBondFutureOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
The meta-bean for ResolvedBondFutureTrade.
- meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
The meta-bean for ResolvedCapitalIndexedBond.
- meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
The meta-bean for ResolvedCapitalIndexedBondTrade.
- meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
The meta-bean for ResolvedFixedCouponBond.
- meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
The meta-bean for ResolvedFixedCouponBondTrade.
- meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
The meta-bean for IborCapFloor.
- meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
The meta-bean for IborCapFloorLeg.
- meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
The meta-bean for IborCapFloorTrade.
- meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
The meta-bean for IborCapletFloorletPeriod.
- meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
The meta-bean for ResolvedIborCapFloor.
- meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
The meta-bean for ResolvedIborCapFloorLeg.
- meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
The meta-bean for ResolvedIborCapFloorTrade.
- meta() - Static method in class com.opengamma.strata.product.cms.Cms
-
The meta-bean for Cms.
- meta() - Static method in class com.opengamma.strata.product.cms.CmsLeg
-
The meta-bean for CmsLeg.
- meta() - Static method in class com.opengamma.strata.product.cms.CmsPeriod
-
The meta-bean for CmsPeriod.
- meta() - Static method in class com.opengamma.strata.product.cms.CmsTrade
-
The meta-bean for CmsTrade.
- meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCms
-
The meta-bean for ResolvedCms.
- meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
The meta-bean for ResolvedCmsLeg.
- meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
The meta-bean for ResolvedCmsTrade.
- meta() - Static method in class com.opengamma.strata.product.credit.Cds
-
The meta-bean for Cds.
- meta() - Static method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
-
The meta-bean for CdsCalibrationTrade.
- meta() - Static method in class com.opengamma.strata.product.credit.CdsIndex
-
The meta-bean for CdsIndex.
- meta() - Static method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
-
The meta-bean for CdsIndexCalibrationTrade.
- meta() - Static method in class com.opengamma.strata.product.credit.CdsIndexTrade
-
The meta-bean for CdsIndexTrade.
- meta() - Static method in class com.opengamma.strata.product.credit.CdsQuote
-
The meta-bean for CdsQuote.
- meta() - Static method in class com.opengamma.strata.product.credit.CdsTrade
-
The meta-bean for CdsTrade.
- meta() - Static method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
The meta-bean for CreditCouponPaymentPeriod.
- meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCds
-
The meta-bean for ResolvedCds.
- meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
The meta-bean for ResolvedCdsIndex.
- meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
-
The meta-bean for ResolvedCdsIndexTrade.
- meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
The meta-bean for ResolvedCdsTrade.
- meta() - Static method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
-
The meta-bean for DatesCdsTemplate.
- meta() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
The meta-bean for ImmutableCdsConvention.
- meta() - Static method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
-
The meta-bean for TenorCdsTemplate.
- meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
The meta-bean for IborFixingDeposit.
- meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
The meta-bean for IborFixingDepositTrade.
- meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
The meta-bean for ResolvedIborFixingDeposit.
- meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
The meta-bean for ResolvedIborFixingDepositTrade.
- meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
The meta-bean for ResolvedTermDeposit.
- meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
The meta-bean for ResolvedTermDepositTrade.
- meta() - Static method in class com.opengamma.strata.product.deposit.TermDeposit
-
The meta-bean for TermDeposit.
- meta() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
The meta-bean for TermDepositTrade.
- meta() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
The meta-bean for IborFixingDepositTemplate.
- meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
The meta-bean for ImmutableIborFixingDepositConvention.
- meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
The meta-bean for ImmutableTermDepositConvention.
- meta() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
The meta-bean for TermDepositTemplate.
- meta() - Static method in class com.opengamma.strata.product.dsf.Dsf
-
The meta-bean for Dsf.
- meta() - Static method in class com.opengamma.strata.product.dsf.DsfSecurity
-
The meta-bean for DsfSecurity.
- meta() - Static method in class com.opengamma.strata.product.dsf.DsfTrade
-
The meta-bean for DsfTrade.
- meta() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
The meta-bean for ResolvedDsf.
- meta() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
-
The meta-bean for ResolvedDsfTrade.
- meta() - Static method in class com.opengamma.strata.product.etd.EtdContractSpec
-
The meta-bean for EtdContractSpec.
- meta() - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
The meta-bean for EtdFuturePosition.
- meta() - Static method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
The meta-bean for EtdFutureSecurity.
- meta() - Static method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
The meta-bean for EtdFutureTrade.
- meta() - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
The meta-bean for EtdOptionPosition.
- meta() - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
The meta-bean for EtdOptionSecurity.
- meta() - Static method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
The meta-bean for EtdOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.etd.EtdVariant
-
The meta-bean for EtdVariant.
- meta() - Static method in class com.opengamma.strata.product.fra.Fra
-
The meta-bean for Fra.
- meta() - Static method in class com.opengamma.strata.product.fra.FraTrade
-
The meta-bean for FraTrade.
- meta() - Static method in class com.opengamma.strata.product.fra.ResolvedFra
-
The meta-bean for ResolvedFra.
- meta() - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
The meta-bean for ResolvedFraTrade.
- meta() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
-
The meta-bean for FraTemplate.
- meta() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
The meta-bean for ImmutableFraConvention.
- meta() - Static method in class com.opengamma.strata.product.fx.FxNdf
-
The meta-bean for FxNdf.
- meta() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
-
The meta-bean for FxNdfTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.FxSingle
-
The meta-bean for FxSingle.
- meta() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
-
The meta-bean for FxSingleTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.FxSwap
-
The meta-bean for FxSwap.
- meta() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
-
The meta-bean for FxSwapTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
The meta-bean for ResolvedFxNdf.
- meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
The meta-bean for ResolvedFxNdfTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
The meta-bean for ResolvedFxSingle.
- meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
The meta-bean for ResolvedFxSingleTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
The meta-bean for ResolvedFxSwap.
- meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
The meta-bean for ResolvedFxSwapTrade.
- meta() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
The meta-bean for FxSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
The meta-bean for ImmutableFxSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
The meta-bean for FxSingleBarrierOption.
- meta() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
-
The meta-bean for FxSingleBarrierOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
The meta-bean for FxVanillaOption.
- meta() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
-
The meta-bean for FxVanillaOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
-
The meta-bean for ResolvedFxSingleBarrierOption.
- meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
-
The meta-bean for ResolvedFxSingleBarrierOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
The meta-bean for ResolvedFxVanillaOption.
- meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
-
The meta-bean for ResolvedFxVanillaOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.GenericSecurity
-
The meta-bean for GenericSecurity.
- meta() - Static method in class com.opengamma.strata.product.GenericSecurityPosition
-
The meta-bean for GenericSecurityPosition.
- meta() - Static method in class com.opengamma.strata.product.GenericSecurityTrade
-
The meta-bean for GenericSecurityTrade.
- meta() - Static method in class com.opengamma.strata.product.index.IborFuture
-
The meta-bean for IborFuture.
- meta() - Static method in class com.opengamma.strata.product.index.IborFutureOption
-
The meta-bean for IborFutureOption.
- meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
The meta-bean for IborFutureOptionSecurity.
- meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
The meta-bean for IborFutureOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.index.IborFutureSecurity
-
The meta-bean for IborFutureSecurity.
- meta() - Static method in class com.opengamma.strata.product.index.IborFutureTrade
-
The meta-bean for IborFutureTrade.
- meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
The meta-bean for ResolvedIborFuture.
- meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
The meta-bean for ResolvedIborFutureOption.
- meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
The meta-bean for ResolvedIborFutureOptionTrade.
- meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
The meta-bean for ResolvedIborFutureTrade.
- meta() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
The meta-bean for ImmutableIborFutureConvention.
- meta() - Static method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
-
The meta-bean for SimpleConstantContinuousBarrier.
- meta() - Static method in class com.opengamma.strata.product.payment.BulletPayment
-
The meta-bean for BulletPayment.
- meta() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
The meta-bean for BulletPaymentTrade.
- meta() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
The meta-bean for ResolvedBulletPayment.
- meta() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
The meta-bean for ResolvedBulletPaymentTrade.
- meta() - Static method in class com.opengamma.strata.product.PositionInfo
-
The meta-bean for PositionInfo.
- meta() - Static method in class com.opengamma.strata.product.rate.FixedRateComputation
-
The meta-bean for FixedRateComputation.
- meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
The meta-bean for IborAveragedFixing.
- meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
-
The meta-bean for IborAveragedRateComputation.
- meta() - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
-
The meta-bean for IborInterpolatedRateComputation.
- meta() - Static method in class com.opengamma.strata.product.rate.IborRateComputation
-
The meta-bean for IborRateComputation.
- meta() - Static method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
The meta-bean for InflationEndInterpolatedRateComputation.
- meta() - Static method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
-
The meta-bean for InflationEndMonthRateComputation.
- meta() - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
The meta-bean for InflationInterpolatedRateComputation.
- meta() - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
-
The meta-bean for InflationMonthlyRateComputation.
- meta() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
The meta-bean for OvernightAveragedRateComputation.
- meta() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
The meta-bean for OvernightCompoundedRateComputation.
- meta() - Static method in class com.opengamma.strata.product.SecurityInfo
-
The meta-bean for SecurityInfo.
- meta() - Static method in class com.opengamma.strata.product.SecurityPosition
-
The meta-bean for SecurityPosition.
- meta() - Static method in class com.opengamma.strata.product.SecurityPriceInfo
-
The meta-bean for SecurityPriceInfo.
- meta() - Static method in class com.opengamma.strata.product.SecurityTrade
-
The meta-bean for SecurityTrade.
- meta() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
The meta-bean for FixedRateCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
The meta-bean for FixedRateStubCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.FxReset
-
The meta-bean for FxReset.
- meta() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation
-
The meta-bean for FxResetCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
The meta-bean for FxResetNotionalExchange.
- meta() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
-
The meta-bean for IborRateCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
The meta-bean for IborRateStubCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
The meta-bean for ImmutableSwapIndex.
- meta() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
The meta-bean for InflationRateCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
The meta-bean for KnownAmountNotionalSwapPaymentPeriod.
- meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
The meta-bean for KnownAmountSwapLeg.
- meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
The meta-bean for KnownAmountSwapPaymentPeriod.
- meta() - Static method in class com.opengamma.strata.product.swap.NotionalExchange
-
The meta-bean for NotionalExchange.
- meta() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
The meta-bean for NotionalSchedule.
- meta() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
The meta-bean for OvernightRateCalculation.
- meta() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule
-
The meta-bean for PaymentSchedule.
- meta() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
The meta-bean for RateAccrualPeriod.
- meta() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
The meta-bean for RateCalculationSwapLeg.
- meta() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
The meta-bean for RatePaymentPeriod.
- meta() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
The meta-bean for RatePeriodSwapLeg.
- meta() - Static method in class com.opengamma.strata.product.swap.ResetSchedule
-
The meta-bean for ResetSchedule.
- meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
-
The meta-bean for ResolvedSwap.
- meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
The meta-bean for ResolvedSwapLeg.
- meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
The meta-bean for ResolvedSwapTrade.
- meta() - Static method in class com.opengamma.strata.product.swap.Swap
-
The meta-bean for Swap.
- meta() - Static method in class com.opengamma.strata.product.swap.SwapTrade
-
The meta-bean for SwapTrade.
- meta() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
The meta-bean for FixedIborSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
The meta-bean for FixedInflationSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
The meta-bean for FixedOvernightSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
The meta-bean for FixedRateSwapLegConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
The meta-bean for IborIborSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
The meta-bean for IborRateSwapLegConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
The meta-bean for ImmutableFixedIborSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
The meta-bean for ImmutableFixedInflationSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
The meta-bean for ImmutableFixedOvernightSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
The meta-bean for ImmutableIborIborSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
The meta-bean for ImmutableOvernightIborSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
The meta-bean for ImmutableThreeLegBasisSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
The meta-bean for ImmutableXCcyIborIborSwapConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
The meta-bean for InflationRateSwapLegConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
The meta-bean for OvernightIborSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
The meta-bean for OvernightRateSwapLegConvention.
- meta() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
The meta-bean for ThreeLegBasisSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
The meta-bean for XCcyIborIborSwapTemplate.
- meta() - Static method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
-
The meta-bean for CashSwaptionSettlement.
- meta() - Static method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
-
The meta-bean for PhysicalSwaptionSettlement.
- meta() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
The meta-bean for ResolvedSwaption.
- meta() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
The meta-bean for ResolvedSwaptionTrade.
- meta() - Static method in class com.opengamma.strata.product.swaption.Swaption
-
The meta-bean for Swaption.
- meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
The meta-bean for SwaptionTrade.
- meta() - Static method in class com.opengamma.strata.product.TradeInfo
-
The meta-bean for TradeInfo.
- meta() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
The meta-bean for CashFlowReport.
- meta() - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
-
The meta-bean for FormatSettings.
- meta() - Static method in class com.opengamma.strata.report.ReportCalculationResults
-
The meta-bean for ReportCalculationResults.
- meta() - Static method in class com.opengamma.strata.report.ReportRequirements
-
The meta-bean for ReportRequirements.
- meta() - Static method in class com.opengamma.strata.report.trade.TradeReport
-
The meta-bean for TradeReport.
- meta() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn
-
The meta-bean for TradeReportColumn.
- meta() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
The meta-bean for TradeReportTemplate.
- metaBean() - Method in class com.opengamma.strata.basics.CalculationTargetList
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.FxRate
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
- metaBean() - Method in class com.opengamma.strata.basics.currency.Payment
-
- metaBean() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
- metaBean() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- metaBean() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
-
- metaBean() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
- metaBean() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
- metaBean() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
- metaBean() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
- metaBean() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
- metaBean() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
- metaBean() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
- metaBean() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
- metaBean() - Method in class com.opengamma.strata.basics.StandardId
-
- metaBean() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueStep
-
- metaBean() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
-
- metaBean() - Method in class com.opengamma.strata.calc.CalculationRules
-
- metaBean() - Method in class com.opengamma.strata.calc.Column
-
- metaBean() - Method in class com.opengamma.strata.calc.ColumnHeader
-
- metaBean() - Method in class com.opengamma.strata.calc.ImmutableMeasure
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
- metaBean() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
- metaBean() - Method in class com.opengamma.strata.calc.ReportingCurrency
-
- metaBean() - Method in class com.opengamma.strata.calc.Results
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationParameters
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResults
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
-
- metaBean() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
- metaBean() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
- metaBean() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
- metaBean() - Method in class com.opengamma.strata.collect.array.IntArray
-
- metaBean() - Method in class com.opengamma.strata.collect.io.XmlElement
-
- metaBean() - Method in class com.opengamma.strata.collect.result.Failure
-
- metaBean() - Method in class com.opengamma.strata.collect.result.FailureItem
-
- metaBean() - Method in class com.opengamma.strata.collect.result.FailureItems
-
- metaBean() - Method in class com.opengamma.strata.collect.result.Result
-
- metaBean() - Method in class com.opengamma.strata.collect.result.ValueWithFailures
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.Pair
-
- metaBean() - Method in class com.opengamma.strata.collect.tuple.Triple
-
- metaBean() - Method in class com.opengamma.strata.data.FxMatrixId
-
- metaBean() - Method in class com.opengamma.strata.data.FxRateId
-
- metaBean() - Method in class com.opengamma.strata.data.ImmutableMarketData
-
- metaBean() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
- metaBean() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
- metaBean() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
-
- metaBean() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
- metaBean() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
- metaBean() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
- metaBean() - Method in class com.opengamma.strata.market.amount.CashFlow
-
- metaBean() - Method in class com.opengamma.strata.market.amount.CashFlows
-
- metaBean() - Method in class com.opengamma.strata.market.amount.LegAmounts
-
- metaBean() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
- metaBean() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
- metaBean() - Method in class com.opengamma.strata.market.curve.ConstantCurve
-
- metaBean() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroupId
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveId
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveInputsId
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
- metaBean() - Method in class com.opengamma.strata.market.curve.CurvePointShifts
-
Deprecated.
- metaBean() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
- metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- metaBean() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
- metaBean() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
- metaBean() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
- metaBean() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
- metaBean() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
- metaBean() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition
-
- metaBean() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
- metaBean() - Method in class com.opengamma.strata.market.explain.ExplainMap
-
- metaBean() - Method in class com.opengamma.strata.market.FxRateShifts
-
- metaBean() - Method in class com.opengamma.strata.market.GenericDoubleShifts
-
- metaBean() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
-
- metaBean() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation
-
- metaBean() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId
-
- metaBean() - Method in class com.opengamma.strata.market.observable.QuoteId
-
- metaBean() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
-
- metaBean() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
-
- metaBean() - Method in class com.opengamma.strata.market.option.DeltaStrike
-
- metaBean() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
- metaBean() - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
- metaBean() - Method in class com.opengamma.strata.market.option.SimpleStrike
-
- metaBean() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
- metaBean() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
- metaBean() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.param.ParameterSize
-
- metaBean() - Method in class com.opengamma.strata.market.param.PointShifts
-
- metaBean() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
- metaBean() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
- metaBean() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
- metaBean() - Method in class com.opengamma.strata.market.surface.ConstantSurface
-
- metaBean() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
- metaBean() - Method in class com.opengamma.strata.market.surface.DeformedSurface
-
- metaBean() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- metaBean() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
- metaBean() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
-
- metaBean() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
-
- metaBean() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
-
- metaBean() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
-
- metaBean() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
-
- metaBean() - Method in class com.opengamma.strata.measure.fx.FxRateConfig
-
- metaBean() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
- metaBean() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
-
- metaBean() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
- metaBean() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
- metaBean() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
-
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
-
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
- metaBean() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
-
- metaBean() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
-
- metaBean() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
-
- metaBean() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
- metaBean() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
-
- metaBean() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
- metaBean() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
- metaBean() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
- metaBean() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
-
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
-
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
- metaBean() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
-
- metaBean() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
- metaBean() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
-
- metaBean() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
- metaBean() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
- metaBean() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
- metaBean() - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
- metaBean() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
-
- metaBean() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
- metaBean() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
- metaBean() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- metaBean() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
- metaBean() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
- metaBean() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
-
- metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
-
- metaBean() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
- metaBean() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
- metaBean() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFuture
-
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
- metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
- metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
- metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
- metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
- metaBean() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
- metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
- metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
- metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
- metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
- metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
- metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
- metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
- metaBean() - Method in class com.opengamma.strata.product.cms.Cms
-
- metaBean() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
- metaBean() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
- metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCms
-
- metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
- metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
- metaBean() - Method in class com.opengamma.strata.product.credit.Cds
-
- metaBean() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
-
- metaBean() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
- metaBean() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
-
- metaBean() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
-
- metaBean() - Method in class com.opengamma.strata.product.credit.CdsQuote
-
- metaBean() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
- metaBean() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
- metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
- metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
-
- metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
- metaBean() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
- metaBean() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
- metaBean() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.dsf.Dsf
-
- metaBean() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.dsf.DsfTrade
-
- metaBean() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
- metaBean() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
-
- metaBean() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
- metaBean() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
- metaBean() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
- metaBean() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
- metaBean() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.etd.EtdVariant
-
- metaBean() - Method in class com.opengamma.strata.product.fra.Fra
-
- metaBean() - Method in class com.opengamma.strata.product.fra.FraTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
- metaBean() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxNdf
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxSingle
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxSwap
-
- metaBean() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
- metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
- metaBean() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
- metaBean() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
-
- metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
- metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.GenericSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
- metaBean() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
- metaBean() - Method in class com.opengamma.strata.product.index.IborFuture
-
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
- metaBean() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
- metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
- metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
- metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
- metaBean() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- metaBean() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
-
- metaBean() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
- metaBean() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
- metaBean() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
- metaBean() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
- metaBean() - Method in class com.opengamma.strata.product.PositionInfo
-
- metaBean() - Method in class com.opengamma.strata.product.rate.FixedRateComputation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
- metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
- metaBean() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
- metaBean() - Method in class com.opengamma.strata.product.SecurityInfo
-
- metaBean() - Method in class com.opengamma.strata.product.SecurityPosition
-
- metaBean() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
- metaBean() - Method in class com.opengamma.strata.product.SecurityTrade
-
- metaBean() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.FxReset
-
- metaBean() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
- metaBean() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
- metaBean() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
- metaBean() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
- metaBean() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- metaBean() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
- metaBean() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- metaBean() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
- metaBean() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- metaBean() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
- metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
- metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
- metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
- metaBean() - Method in class com.opengamma.strata.product.swap.Swap
-
- metaBean() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.Swaption
-
- metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
- metaBean() - Method in class com.opengamma.strata.product.TradeInfo
-
- metaBean() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
- metaBean() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
- metaBean() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
- metaBean() - Method in class com.opengamma.strata.report.ReportRequirements
-
- metaBean() - Method in class com.opengamma.strata.report.trade.TradeReport
-
- metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
- metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
- metadata() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
-
The meta-property for the metadata property.
- metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
-
Sets the curve metadata.
- metadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
The meta-property for the metadata property.
- metadata(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Creates the curve metadata.
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Creates the curve metadata for each definition.
- metadata(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Returns metadata for the node.
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
- metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
Sets the curve metadata.
- metadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
The meta-property for the metadata property.
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- metadata(LocalDate) - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode
-
Returns metadata for the node from the node date.
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
-
Sets the curve metadata.
- metadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
-
The meta-property for the metadata property.
- metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
- metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
- metadata() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
-
The meta-property for the metadata property.
- metadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
-
Sets the surface metadata.
- metadata() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
-
The meta-property for the metadata property.
- metadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
Sets the surface metadata.
- metadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
The meta-property for the metadata property.
- metaFormatSettings(Class<R>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
-
The meta-bean for FormatSettings.
- metaObjDoublePair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
The meta-bean for ObjDoublePair.
- metaObjIntPair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
The meta-bean for ObjIntPair.
- metaPair(Class<R>, Class<S>) - Static method in class com.opengamma.strata.collect.tuple.Pair
-
The meta-bean for Pair.
- metaPerturbationMapping(Class<R>) - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
The meta-bean for PerturbationMapping.
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.StandardId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.Column.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.Results.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Result.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.data.FxMatrixId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.data.FxRateId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroupId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveInputsId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurvePointShifts.Meta
-
Deprecated.
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.FxRateShifts.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.IndexQuoteId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.QuoteId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.PointShifts.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.Cms.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.PositionInfo.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
- metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.StandardId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.Column.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.Results.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Result.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.data.FxMatrixId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.data.FxRateId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroupId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveInputsId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurvePointShifts.Meta
-
Deprecated.
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.observable.IndexQuoteId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.observable.QuoteId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.Cms.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.PositionInfo.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
- metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
-
- metaResult(Class<R>) - Static method in class com.opengamma.strata.collect.result.Result
-
The meta-bean for Result.
- metaTriple(Class<R>, Class<S>, Class<T>) - Static method in class com.opengamma.strata.collect.tuple.Triple
-
The meta-bean for Triple.
- metaValueWithFailures(Class<R>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
-
The meta-bean for ValueWithFailures.
- method() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
-
The meta-property for the method property.
- min() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns the minimum value held in the array.
- min() - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns the minimum value held in the array.
- min(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- minGapInDays() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
-
The meta-property for the minGapInDays property.
- minimal() - Static method in interface com.opengamma.strata.basics.ReferenceData
-
Obtains the minimal set of reference data.
- minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the specified amount subtracted.
- minus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the specified amount subtracted.
- minus(CurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Returns a new array containing the values from this array with the values from the other array subtracted.
- minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Returns a new array containing the values from this array with the values from the amount subtracted.
- minus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
- minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
- minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
- minus(MultiCurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a new array containing the values from this array with the values from the other array subtracted.
- minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a new array containing the values from this array with the values from the amount subtracted.
- minus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with the specified amount subtracted from each value.
- minus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance where each element is equal to the difference between the
matching values in this array and the other array.
- minus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance where each element is equal to the difference between the
matching values in this matrix and the other matrix.
- minus(int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance with the specified amount subtracted from each value.
- minus(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance where each element is equal to the difference between the
matching values in this array and the other array.
- MODIFIED_FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'ModifiedFollowing' convention which adjusts to the next business day without crossing month end.
- MODIFIED_FOLLOWING_BI_MONTHLY - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'ModifiedFollowingBiMonthly' convention which adjusts to the next business day without
crossing mid-month or month end.
- MODIFIED_PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'ModifiedPreceding' convention which adjusts to the previous business day without crossing month start.
- modifiedDurationFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the modified duration from the conventional real yield using finite difference approximation.
- modifiedDurationFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Computes the modified duration from the standard yield.
- modifiedDurationFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the modified duration of the fixed coupon bond product from yield.
- modifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
The meta-property for the modifyingValue property.
- Money - Class in com.opengamma.strata.basics.currency
-
An amount of a currency, rounded to match the currency specifications.
- MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType
-
The type of a strike based on moneyness, defined as strike/forward.
- MONEYNESS_TYPE - Static variable in class com.opengamma.strata.market.surface.SurfaceInfoType
-
Key used to access information about the type of moneyness.
- MoneynessStrike - Class in com.opengamma.strata.market.option
-
A strike based on moneyness.
- MoneynessStrike.Meta - Class in com.opengamma.strata.market.option
-
The meta-bean for MoneynessStrike.
- MoneynessType - Enum in com.opengamma.strata.market.model
-
The approach used for simple moneyness.
- MONTHLY - Static variable in class com.opengamma.strata.product.etd.EtdVariant
-
The standard Monthly type.
- MONTHLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences
-
The 'Monthly-IMM' date sequence.
- MONTHS - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is the number of months relative to a base month - 'Months'.
- MultiCurrencyAmount - Class in com.opengamma.strata.basics.currency
-
A map of currency amounts keyed by currency.
- MultiCurrencyAmount.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for MultiCurrencyAmount.
- MultiCurrencyAmountArray - Class in com.opengamma.strata.basics.currency
-
An array of multi-currency amounts.
- MultiCurrencyAmountArray.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for MultiCurrencyAmountArray.
- MultiCurrencyScenarioArray - Class in com.opengamma.strata.data.scenario
-
A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
- MultiCurrencyScenarioArray.Meta - Class in com.opengamma.strata.data.scenario
-
The meta-bean for MultiCurrencyScenarioArray.
- multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the amount multiplied.
- multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with all the amounts multiplied by the factor.
- multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with each value multiplied by the specified factor.
- multipliedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance where each element is equal to the product of the
matching values in this array and the other array.
- multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance with each value multiplied by the specified factor.
- multipliedBy(int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance with each value multiplied by the specified factor.
- multipliedBy(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance where each element is equal to the product of the
matching values in this array and the other array.
- multipliedBy(double) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Converts this sensitivity to a monetary value, multiplying by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Returns an instance converted this sensitivity to a monetary value, multiplying by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Returns an instance with the sensitivity values multiplied by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
- multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Multiplies the sensitivities in this instance by the specified factor.
- multipliedBy(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Multiplies the sensitivities in this builder by the specified factor.
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
- multipliedBy(double) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
- MutablePointSensitivities - Class in com.opengamma.strata.market.sensitivity
-
Mutable builder for sensitivity to a group of curves.
- MutablePointSensitivities() - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Creates an empty instance.
- MutablePointSensitivities(PointSensitivity) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Creates an instance with the specified sensitivity.
- MutablePointSensitivities(List<? extends PointSensitivity>) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Creates an instance with the specified sensitivities.
- mutate(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Mutates each element in the array using an operator by mutation.
- mutateByAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Adds a constant value to each element in the array by mutation.
- mutateByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Adds values in two arrays together, mutating the first array.
- mutateByMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Multiplies each element in the array by a value by mutation.
- mutateByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Multiplies values in two arrays, mutating the first array.
- MX - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'MX' - Mexico.
- MXMC - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Mexico City, Mexico, with code 'MXMC'.
- MXN - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'MXN' - Mexican Peso.
- MXN_TIIE_13W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 13 week TIIE index.
- MXN_TIIE_26W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 26 week TIIE index.
- MXN_TIIE_4W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 4 week TIIE index.
- MY - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'MY' - Malaysia.
- MYR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'MYR' - Malaysian Ringgit.
- ObjDoubleFunction<T,R> - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - one object and one double.
- ObjDoublePair<A> - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of an Object and a double.
- ObjDoublePair.Meta<A> - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for ObjDoublePair.
- ObjDoublePredicate<T> - Interface in com.opengamma.strata.collect.function
-
A predicate of two arguments - one object and one double.
- ObjIntFunction<T,R> - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - one object and one int.
- ObjIntPair<A> - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of an Object and an int.
- ObjIntPair.Meta<A> - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for ObjIntPair.
- ObjIntPredicate<T> - Interface in com.opengamma.strata.collect.function
-
A predicate of two arguments - one object and one int.
- ObjLongFunction<T,R> - Interface in com.opengamma.strata.collect.function
-
A function of two arguments - one object and one long.
- ObjLongPredicate<T> - Interface in com.opengamma.strata.collect.function
-
A predicate of two arguments - one object and one long.
- ObservableDataProvider - Interface in com.opengamma.strata.calc.marketdata
-
A provider of observable market data.
- ObservableId - Interface in com.opengamma.strata.data
-
A market data identifier that identifies observable data.
- observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
-
Sets the identifier of the market data value that provides the rate.
- observableId() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
-
The meta-property for the observableId property.
- observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
-
Sets the identifier of the market data value that provides the quoted value.
- observableId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
-
The meta-property for the observableId property.
- observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
-
Sets the identifier of the market data value that provides the quoted value.
- observableId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
-
The meta-property for the observableId property.
- observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
-
Sets the identifier of the market data value that provides the rate.
- observableId() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
-
The meta-property for the observableId property.
- observableRates(Map<CurrencyPair, QuoteId>) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
-
Sets the keys identifying FX rates which are observable in the market.
- observableRates() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
-
The meta-property for the observableRates property.
- observables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
The meta-property for the observables property.
- observableSource(ObservableSource) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
-
Sets the source of market data for FX, quotes and other observable market data.
- observableSource() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
-
The meta-property for the observableSource property.
- observableSource() - Method in class com.opengamma.strata.data.FxMatrixId.Meta
-
The meta-property for the observableSource property.
- observableSource() - Method in class com.opengamma.strata.data.FxRateId.Meta
-
The meta-property for the observableSource property.
- ObservableSource - Class in com.opengamma.strata.data
-
Identifies the source of observable market data, for example Bloomberg or Reuters.
- observableSource() - Method in class com.opengamma.strata.market.curve.CurveGroupId.Meta
-
The meta-property for the observableSource property.
- observableSource() - Method in class com.opengamma.strata.market.curve.CurveId.Meta
-
The meta-property for the observableSource property.
- observableSource() - Method in class com.opengamma.strata.market.curve.CurveInputsId.Meta
-
The meta-property for the observableSource property.
- observableSource() - Method in class com.opengamma.strata.market.observable.IndexQuoteId.Meta
-
The meta-property for the observableSource property.
- observableSource() - Method in class com.opengamma.strata.market.observable.QuoteId.Meta
-
The meta-property for the observableSource property.
- observation() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
-
The meta-property for the observation property.
- observation() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
-
The meta-property for the observation property.
- observation() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
-
The meta-property for the observation property.
- observation() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
-
The meta-property for the observation property.
- observation(FxIndexObservation) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
Sets the FX index observation.
- observation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
The meta-property for the observation property.
- observation(IborIndexObservation) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
Sets the Ibor index observation to use to determine a rate for the reset period.
- observation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
The meta-property for the observation property.
- observation() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
-
The meta-property for the observation property.
- observation() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
The meta-property for the observation property.
- observation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
The meta-property for the observation property.
- OBSERVATIONS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The list of rate observations.
- observeOn(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Creates an observation object for the specified fixing date.
- observeOn(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Creates an observation object for the specified fixing date.
- of(CalculationTarget...) - Static method in class com.opengamma.strata.basics.CalculationTargetList
-
Obtains an instance from a list of targets.
- of(List<? extends CalculationTarget>) - Static method in class com.opengamma.strata.basics.CalculationTargetList
-
Obtains an instance from a list of targets.
- of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount where the date is fixed.
- of(Currency, double, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount where the date is adjustable.
- of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount where the date is fixed.
- of(CurrencyAmount, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount where the date is adjustable.
- of(Payment) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance based on a Payment.
- of(String) - Static method in class com.opengamma.strata.basics.currency.Currency
-
Obtains an instance for the specified ISO-4217 three letter currency code.
- of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Obtains an instance of CurrencyAmount for the specified currency and amount.
- of(String, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Obtains an instance of CurrencyAmount for the specified ISO-4217
three letter currency code and amount.
- of(Currency, DoubleArray) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Obtains an instance from the specified currency and array of values.
- of(List<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Obtains an instance from the specified list of amounts.
- of(int, IntFunction<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Obtains an instance using a function to create the entries.
- of(Currency, Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Obtains an instance from two currencies.
- of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Obtains an instance containing a single FX rate.
- of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Obtains an instance containing a single FX rate.
- of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
-
Obtains an instance from two currencies.
- of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
-
Obtains an instance from a currency pair.
- of(CurrencyAmount) - Static method in class com.opengamma.strata.basics.currency.Money
-
- of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.Money
-
Obtains an instance of Money for the specified currency and amount.
- of(Currency, BigDecimal) - Static method in class com.opengamma.strata.basics.currency.Money
-
Obtains an instance of Money for the specified currency and amount.
- of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from a currency and amount.
- of(CurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from an array of CurrencyAmount objects.
- of(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from a list of CurrencyAmount objects.
- of(Map<Currency, Double>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from a map of currency to amount.
- of(MultiCurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Obtains an instance from the specified multi-currency amounts.
- of(List<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Obtains an instance from the specified multi-currency amounts.
- of(int, IntFunction<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Obtains an instance using a function to create the entries.
- of(Map<Currency, DoubleArray>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Obtains an instance from a map of amounts.
- of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Obtains an instance representing an amount.
- of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Obtains an instance representing an amount.
- of(LocalDate) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
-
Obtains an instance with no business day adjustment.
- of(LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
-
Obtains an instance with a business day adjustment.
- of(BusinessDayConvention, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Obtains an instance using the specified convention and calendar.
- of(String) - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.date.DateSequence
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.basics.date.DayCount
-
Obtains an instance from the specified unique name.
- of(String) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Obtains an instance from the specified unique name.
- of(String) - Static method in class com.opengamma.strata.basics.date.HolidayCalendars
-
Obtains an instance from the set of standard holiday calendars.
- of(HolidayCalendarId, Iterable<LocalDate>, DayOfWeek, DayOfWeek) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Obtains an instance from a set of holiday dates and weekend days.
- of(HolidayCalendarId, Iterable<LocalDate>, Iterable<DayOfWeek>) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Obtains an instance from a set of holiday dates and weekend days.
- of(String) - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
-
Obtains an instance from the specified unique name.
- of(Period, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Obtains an instance that can adjust a date by the specified period.
- of(Period) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance from a Period.
- of(Tenor, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Obtains an instance that can adjust a date by the specified tenor.
- of(Map<? extends ReferenceDataId<?>, ?>) - Static method in class com.opengamma.strata.basics.ImmutableReferenceData
-
Obtains an instance from a map of reference data.
- of(ReferenceDataId<T>, T) - Static method in class com.opengamma.strata.basics.ImmutableReferenceData
-
Obtains an instance from a single reference data entry.
- of(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Obtains an instance from the specified name.
- of(String) - Static method in interface com.opengamma.strata.basics.index.FxIndex
-
Obtains an instance from the specified unique name.
- of(FxIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.FxIndexObservation
-
Creates an instance from an index and fixing date.
- of(String) - Static method in interface com.opengamma.strata.basics.index.IborIndex
-
Obtains an instance from the specified unique name.
- of(IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.IborIndexObservation
-
Creates an instance from an index and fixing date.
- of(String, String, FloatingRateType) - Static method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Obtains an instance from the specified external name, index name and type.
- of(String, String, FloatingRateType, int) - Static method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Obtains an instance from the specified external name, index name and type.
- of(String) - Static method in interface com.opengamma.strata.basics.index.OvernightIndex
-
Obtains an instance from the specified unique name.
- of(OvernightIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Creates an IborRateObservation from an index and fixing date.
- of(String) - Static method in interface com.opengamma.strata.basics.index.PriceIndex
-
Obtains an instance from the specified unique name.
- of(PriceIndex, YearMonth) - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
Creates an instance from an index and fixing date.
- of(String) - Static method in class com.opengamma.strata.basics.location.Country
-
Obtains an instance from the specified ISO-3166-1 alpha-2
two letter country code dynamically creating a country if necessary.
- of(Map<? extends ReferenceDataId<?>, ?>) - Static method in interface com.opengamma.strata.basics.ReferenceData
-
Obtains an instance from a map of reference data.
- of(Period) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance from a Period.
- of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, boolean) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Obtains an instance based on a stub convention and end-of-month flag.
- of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, RollConvention) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Obtains an instance based on roll and stub conventions.
- of(String) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Obtains an instance from the specified unique name.
- of(LocalDate, LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Obtains an instance from the adjusted and unadjusted dates.
- of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Obtains an instance from two dates.
- of(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Obtains an instance from the specified name.
- of(String, String) - Static method in class com.opengamma.strata.basics.StandardId
-
Obtains an instance from a scheme and value.
- of(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
-
Obtains an instance from the specified name.
- of(double, DoubleArray) - Static method in class com.opengamma.strata.basics.value.ValueDerivatives
-
Obtains an instance from a value and array of derivatives.
- of(double) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains an instance from a single value that does not change over time.
- of(double, ValueStep...) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains an instance from an initial value and a list of changes.
- of(double, List<ValueStep>) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains an instance from an initial value and a list of changes.
- of(double, ValueStepSequence) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
-
Obtains an instance from an initial value and a sequence of steps.
- of(int, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
-
Obtains an instance that applies at the specified schedule period index.
- of(LocalDate, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
-
Obtains an instance that applies at the specified date.
- of(LocalDate, LocalDate, Frequency, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStepSequence
-
Obtains an instance from the dates, frequency and change.
- of(CalculationFunctions, CalculationParameter...) - Static method in class com.opengamma.strata.calc.CalculationRules
-
Obtains an instance specifying the functions to use and some additional parameters.
- of(CalculationFunctions, CalculationParameters) - Static method in class com.opengamma.strata.calc.CalculationRules
-
Obtains an instance specifying the functions to use and some additional parameters.
- of(CalculationFunctions, Currency, CalculationParameter...) - Static method in class com.opengamma.strata.calc.CalculationRules
-
Obtains an instance specifying the functions, reporting currency and additional parameters.
- of(CalculationFunctions, ReportingCurrency, CalculationParameters) - Static method in class com.opengamma.strata.calc.CalculationRules
-
Obtains an instance specifying the functions, reporting currency and additional parameters.
- of(ExecutorService) - Static method in interface com.opengamma.strata.calc.CalculationRunner
-
Creates a calculation runner capable of performing calculations, specifying the executor.
- of(Measure) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure.
- of(Measure, Currency) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, converting to the specified currency.
- of(Measure, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, defining additional parameters.
- of(Measure, Currency, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, converting to the specified currency,
defining additional parameters.
- of(Measure, String) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, defining the column name.
- of(Measure, String, Currency) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, converting to the specified currency.
- of(Measure, String, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, defining the column name and parameters.
- of(Measure, String, Currency, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column
-
Obtains an instance that will calculate the specified measure, converting to the specified currency,
defining the column name and parameters.
- of(ColumnName, Measure) - Static method in class com.opengamma.strata.calc.ColumnHeader
-
Obtains an instance from the name and measure.
- of(ColumnName, Measure, Currency) - Static method in class com.opengamma.strata.calc.ColumnHeader
-
Obtains an instance from the name, measure and currency.
- of(String) - Static method in class com.opengamma.strata.calc.ColumnName
-
Obtains an instance from the specified name.
- of(Measure) - Static method in class com.opengamma.strata.calc.ColumnName
-
Obtains an instance from the specified measure.
- of(String) - Static method in class com.opengamma.strata.calc.ImmutableMeasure
-
Returns a measure with the specified name whose values will be automatically converted to the reporting currency.
- of(String, boolean) - Static method in class com.opengamma.strata.calc.ImmutableMeasure
-
Returns a measure with the specified name.
- of(ObservableDataProvider, TimeSeriesProvider, MarketDataFunction<?, ?>...) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
-
Obtains an instance of the factory based on providers of market data and time-series.
- of(ObservableDataProvider, TimeSeriesProvider, List<MarketDataFunction<?, ?>>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
-
Obtains an instance of the factory based on providers of market data and time-series.
- of(CalculationRules, List<? extends CalculationTarget>, List<Column>, ReferenceData) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Obtains an instance from a set of targets, columns and rules.
- of(MarketDataId<?>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
Obtains an instance containing a single market data ID.
- of(MarketDataFilter<? extends T, ?>, ScenarioPerturbation<T>) - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
Returns a mapping containing a single perturbation.
- of(Class<T>, MarketDataFilter<? extends T, ?>, ScenarioPerturbation<T>) - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
- of(String) - Static method in interface com.opengamma.strata.calc.Measure
-
Obtains an instance from the specified unique name.
- of(Currency) - Static method in class com.opengamma.strata.calc.ReportingCurrency
-
Obtains an instance requesting the specified currency.
- of(String) - Static method in enum com.opengamma.strata.calc.ReportingCurrencyType
-
Obtains an instance from the specified name.
- of(List<ColumnHeader>, List<? extends Result<?>>) - Static method in class com.opengamma.strata.calc.Results
-
Obtains an instance containing the results of the calculation for each cell.
- of(CalculationFunction<?>...) - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions
-
Obtains an instance from the specified functions.
- of(List<? extends CalculationFunction<?>>) - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions
-
Obtains an instance from the specified functions.
- of(Map<Class<?>, ? extends CalculationFunction<?>>) - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions
-
Obtains an instance from the specified functions.
- of(CalculationParameter...) - Static method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Obtains an instance from the specified parameters.
- of(List<? extends CalculationParameter>) - Static method in class com.opengamma.strata.calc.runner.CalculationParameters
-
Obtains an instance from the specified parameters.
- of(int, int, Result<?>) - Static method in class com.opengamma.strata.calc.runner.CalculationResult
-
Obtains an instance for the specified row and column index in the output grid.
- of(CalculationTarget, List<CalculationResult>) - Static method in class com.opengamma.strata.calc.runner.CalculationResults
-
Obtains a calculation result from individual calculations.
- of(CalculationTarget, CalculationFunction<? extends CalculationTarget>, CalculationTaskCell...) - Static method in class com.opengamma.strata.calc.runner.CalculationTask
-
Obtains an instance that will calculate the specified cells.
- of(CalculationTarget, CalculationFunction<? extends CalculationTarget>, CalculationParameters, List<CalculationTaskCell>) - Static method in class com.opengamma.strata.calc.runner.CalculationTask
-
Obtains an instance that will calculate the specified cells.
- of(int, int, Measure, ReportingCurrency) - Static method in class com.opengamma.strata.calc.runner.CalculationTaskCell
-
Obtains an instance, specifying the cell indices, measure and reporting currency.
- of(ExecutorService) - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Creates a calculation task runner capable of performing calculations, specifying the executor.
- of(CalculationRules, List<? extends CalculationTarget>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Obtains an instance from a set of targets, columns and rules.
- of(List<CalculationTask>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
-
Obtains an instance from a set of tasks and columns.
- of() - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an empty immutable array.
- of(double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with a single value.
- of(double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with two values.
- of(double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with three values.
- of(double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with four values.
- of(double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with five values.
- of(double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with six values.
- of(double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with seven values.
- of(double, double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with eight values.
- of(double, double, double, double, double, double, double, double, double...) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an immutable array with more than eight values.
- of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance with entries filled using a function.
- of() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an empty instance.
- of(int, int, double...) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an immutable array with the specified size and values.
- of(int, int, IntIntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with entries filled using a function.
- of() - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an empty immutable array.
- of(int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with a single value.
- of(int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with two values.
- of(int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with three values.
- of(int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with four values.
- of(int, int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with five values.
- of(int, int, int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with six values.
- of(int, int, int, int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with seven values.
- of(int, int, int, int, int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with eight values.
- of(int, int, int, int, int, int, int, int, int...) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an immutable array with more than eight values.
- of(int, IntUnaryOperator) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance with entries filled using a function.
- of(String) - Static method in enum com.opengamma.strata.collect.io.AsciiTableAlignment
-
Obtains an instance from the specified name.
- of(CharSource, boolean) - Static method in class com.opengamma.strata.collect.io.CsvFile
-
Parses the specified source as a CSV file, using a comma as the separator.
- of(CharSource, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvFile
-
Parses the specified source as a CSV file where the separator is specified and might not be a comma.
- of(Reader, boolean) - Static method in class com.opengamma.strata.collect.io.CsvFile
-
Parses the specified reader as a CSV file, using a comma as the separator.
- of(Reader, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvFile
-
Parses the specified reader as a CSV file where the separator is specified and might not be a comma.
- of(List<String>, List<? extends List<String>>) - Static method in class com.opengamma.strata.collect.io.CsvFile
-
Obtains an instance from a list of headers and rows.
- of(CharSource, boolean) - Static method in class com.opengamma.strata.collect.io.CsvIterator
-
Parses the specified source as a CSV file, using a comma as the separator.
- of(CharSource, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvIterator
-
Parses the specified source as a CSV file where the separator is specified and might not be a comma.
- of(Reader, boolean) - Static method in class com.opengamma.strata.collect.io.CsvIterator
-
Parses the specified reader as a CSV file, using a comma as the separator.
- of(Reader, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvIterator
-
Parses the specified reader as a CSV file where the separator is specified and might not be a comma.
- of(CharSource) - Static method in class com.opengamma.strata.collect.io.IniFile
-
Parses the specified source as an INI file.
- of(Map<String, PropertySet>) - Static method in class com.opengamma.strata.collect.io.IniFile
-
Obtains an instance, specifying the map of section to properties.
- of(CharSource) - Static method in class com.opengamma.strata.collect.io.PropertiesFile
-
Parses the specified source as a properties file.
- of(PropertySet) - Static method in class com.opengamma.strata.collect.io.PropertiesFile
-
Obtains an instance from a key-value property set.
- of(Map<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet
-
Obtains an instance from a map.
- of(Multimap<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet
-
Obtains an instance from a map allowing for multiple values for each key.
- of(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a string locator.
- of(ByteSource) - Static method in class com.opengamma.strata.collect.io.XmlFile
-
Parses the specified source as an XML file to an in-memory DOM-like structure.
- of(ByteSource, String) - Static method in class com.opengamma.strata.collect.io.XmlFile
-
Parses the specified source as an XML file to an in-memory DOM-like structure.
- of(Map<K, V>) - Static method in class com.opengamma.strata.collect.MapStream
-
Returns a stream over the entries in the map.
- of(Collection<V>, Function<V, K>) - Static method in class com.opengamma.strata.collect.MapStream
-
Returns a stream of map entries where the values are taken from a collection and the keys are created by
applying a function to each value.
- of(Stream<V>, Function<V, K>) - Static method in class com.opengamma.strata.collect.MapStream
-
Returns a stream of map entries where the values are taken from a stream and the keys are created by
applying a function to each value.
- of(Class<T>) - Static method in class com.opengamma.strata.collect.named.EnumNames
-
Creates an instance deriving the formatted string from the enum constant name.
- of(Class<R>) - Static method in class com.opengamma.strata.collect.named.ExtendedEnum
-
Obtains an extended enum instance.
- of(Class<T>, String) - Static method in interface com.opengamma.strata.collect.named.Named
-
Obtains an instance of the specified named type by name.
- of(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Failure
-
Obtains a failure from a reason and message.
- of(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Failure
-
Obtains a failure from a reason, message and exception.
- of(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Failure
-
Obtains a failure from a reason and exception.
- of(FailureItem) - Static method in class com.opengamma.strata.collect.result.Failure
-
Obtains a failure for a single failure item.
- of(FailureItem, FailureItem...) - Static method in class com.opengamma.strata.collect.result.Failure
-
Obtains a failure for multiple failure items.
- of(Collection<FailureItem>) - Static method in class com.opengamma.strata.collect.result.Failure
-
Obtains a failure for a non-empty collection of failure items.
- of(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.FailureItem
-
Obtains a failure from a reason and message.
- of(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.FailureItem
-
Obtains a failure from a reason and exception.
- of(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.FailureItem
-
Obtains a failure from a reason, exception and message.
- of(FailureItem...) - Static method in class com.opengamma.strata.collect.result.FailureItems
-
Creates an instance from the list of failures.
- of(List<FailureItem>) - Static method in class com.opengamma.strata.collect.result.FailureItems
-
Creates an instance from the list of failures.
- of(String) - Static method in enum com.opengamma.strata.collect.result.FailureReason
-
Obtains an instance from the specified name.
- of(Supplier<T>) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a success Result wrapping the value produced by the
supplier.
- of(T, FailureItem...) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Creates an instance wrapping the success value and failures.
- of(T, List<FailureItem>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Creates an instance wrapping the success value and failures.
- of(LocalDate, double) - Static method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Obtains a point from date and value.
- of(LocalDate, double) - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Obtains a time-series containing a single date and value.
- of(double, double) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Obtains an instance from two double elements.
- of(int, double) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Obtains an instance from an int and a double.
- of(long, double) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Obtains an instance from a long and a double.
- of(A, double) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Obtains an instance from an Object and a double.
- of(A, int) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Obtains an instance from an Object and an int.
- of(A, B) - Static method in class com.opengamma.strata.collect.tuple.Pair
-
Obtains a pair inferring the types.
- of(A, B, C) - Static method in class com.opengamma.strata.collect.tuple.Triple
-
Obtains a triple inferring the types.
- of(String) - Static method in class com.opengamma.strata.data.FieldName
-
Obtains an instance from the specified name.
- of(ObservableSource) - Static method in class com.opengamma.strata.data.FxMatrixId
-
Obtains an instance representing an FX matrix, specifying the source.
- of(CurrencyPair) - Static method in class com.opengamma.strata.data.FxRateId
-
Obtains an instance representing the FX rate for a currency pair.
- of(Currency, Currency) - Static method in class com.opengamma.strata.data.FxRateId
-
Obtains an instance representing the FX rate for a currency pair.
- of(CurrencyPair, ObservableSource) - Static method in class com.opengamma.strata.data.FxRateId
-
Obtains an instance representing the FX rate for a currency pair, specifying the source.
- of(Currency, Currency, ObservableSource) - Static method in class com.opengamma.strata.data.FxRateId
-
Obtains an instance representing the FX rate for a currency pair, specifying the source.
- of(LocalDate, Map<? extends MarketDataId<?>, ?>) - Static method in class com.opengamma.strata.data.ImmutableMarketData
-
Obtains an instance from a valuation date and map of values.
- of(LocalDate, Map<? extends MarketDataId<?>, ?>) - Static method in interface com.opengamma.strata.data.MarketData
-
Obtains an instance from a valuation date and map of values.
- of(LocalDate, Map<? extends MarketDataId<?>, ?>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.data.MarketData
-
Obtains an instance from a valuation date, map of values and time-series.
- of(MarketData) - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
Obtains an instance which takes FX rates from the market data.
- of(MarketData, ObservableSource) - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
Obtains an instance which takes FX rates from the market data,
specifying the source of FX rates.
- of(MarketData, ObservableSource, Currency) - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
Obtains an instance which takes FX rates from the market data,
specifying the source of FX rates.
- of(String) - Static method in class com.opengamma.strata.data.ObservableSource
-
Obtains an instance from the specified name.
- of(CurrencyAmountArray) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
Obtains an instance from the specified currency and array of values.
- of(Currency, DoubleArray) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
Obtains an instance from the specified currency and array of values.
- of(List<CurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
Obtains an instance from the specified list of amounts.
- of(int, IntFunction<CurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
Obtains an instance using a function to create the entries.
- of(DoubleArray) - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
-
Obtains an instance from the specified array of values.
- of(List<Double>) - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
-
Obtains an instance from the specified list of values.
- of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
-
Obtains an instance using a function to create the entries.
- of(CurrencyPair, DoubleArray) - Static method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
Returns an array of FX rates for a currency pair.
- of(Currency, Currency, DoubleArray) - Static method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
Returns an array of FX rates for a currency pair.
- of(int, LocalDate, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Obtains an instance from a valuation date, map of values and time-series.
- of(int, MarketDataBox<LocalDate>, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
Obtains an instance from a valuation date, map of values and time-series.
- of(MultiCurrencyAmountArray) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Obtains an instance from the specified currency and array of values.
- of(MultiCurrencyAmount...) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns an instance containing the values from the amounts.
- of(List<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns an instance containing the values from the list of amounts.
- of(int, IntFunction<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Obtains an instance using a function to create the entries.
- of(Map<Currency, DoubleArray>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns an instance containing the values from a map of amounts with the same number of elements in each array.
- of(T...) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray
-
Obtains an instance from the specified array of values.
- of(List<T>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray
-
Obtains an instance from the specified list of values.
- of(int, IntFunction<T>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray
-
Obtains an instance using a function to create the entries.
- of(ScenarioMarketData) - Static method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
-
Returns a scenario FX rate provider which takes its data from the provided market data.
- of(ScenarioMarketData, ObservableSource) - Static method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
-
Returns a scenario FX rate provider which takes its data from the provided market data.
- of(int, LocalDate, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Obtains an instance from a valuation date, map of values and time-series.
- of(int, MarketDataBox<LocalDate>, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Obtains an instance from a valuation date, map of values and time-series.
- of(int, MarketData) - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Obtains an instance by wrapping a single set of market data.
- of(ReferenceData) - Static method in interface com.opengamma.strata.loader.csv.CsvInfoResolver
-
Obtains an instance that uses the specified set of reference data.
- of(ReferenceData) - Static method in class com.opengamma.strata.loader.csv.PositionCsvLoader
-
Obtains an instance that uses the specified set of reference data.
- of(CsvInfoResolver) - Static method in class com.opengamma.strata.loader.csv.PositionCsvLoader
-
Obtains an instance that uses the specified resolver for additional information.
- of(ReferenceData) - Static method in class com.opengamma.strata.loader.csv.TradeCsvLoader
-
Obtains an instance that uses the specified set of reference data.
- of(CsvInfoResolver) - Static method in class com.opengamma.strata.loader.csv.TradeCsvLoader
-
Obtains an instance that uses the specified resolver for additional information.
- of(FpmlPartySelector) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Obtains an instance of the parser, based on the specified selector.
- of(FpmlPartySelector, FpmlTradeInfoParserPlugin) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Obtains an instance of the parser, based on the specified selector and trade info plugin.
- of(FpmlPartySelector, FpmlTradeInfoParserPlugin, Map<String, FpmlParserPlugin>) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Obtains an instance of the parser, based on the specified selector and plugins.
- of(FpmlPartySelector, FpmlTradeInfoParserPlugin, Map<String, FpmlParserPlugin>, ReferenceData) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Obtains an instance of the parser, based on the specified selector and plugins.
- of(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
-
Obtains an instance from the specified unique name.
- of(CashFlow) - Static method in class com.opengamma.strata.market.amount.CashFlows
-
Obtains an instance from a single cash flow.
- of(List<CashFlow>) - Static method in class com.opengamma.strata.market.amount.CashFlows
-
Obtains an instance from a list of cash flows.
- of(List<LegAmount>) - Static method in class com.opengamma.strata.market.amount.LegAmounts
-
Returns an instance containing the specified leg amounts.
- of(LegAmount...) - Static method in class com.opengamma.strata.market.amount.LegAmounts
-
Returns an instance containing the specified leg amounts.
- of(ResolvedSwapLeg, CurrencyAmount) - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Obtains an instance from a swap leg and amount.
- of(Curve, Curve) - Static method in class com.opengamma.strata.market.curve.AddFixedCurve
-
Creates a curve as the sum of a fixed curve and a spread curve.
- of(String, double) - Static method in class com.opengamma.strata.market.curve.ConstantCurve
-
Creates a constant curve with a specific value.
- of(CurveName, double) - Static method in class com.opengamma.strata.market.curve.ConstantCurve
-
Creates a constant curve with a specific value.
- of(CurveMetadata, double) - Static method in class com.opengamma.strata.market.curve.ConstantCurve
-
Creates a constant curve with a specific value.
- of(CurveMetadata, double, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Creates a constant nodal curve with metadata.
- of(CurveMetadata, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- of(CurveGroupName, Map<Currency, Curve>, Map<Index, Curve>) - Static method in class com.opengamma.strata.market.curve.CurveGroup
-
Returns a curve group containing the specified curves.
- of(CurveGroupName, Collection<CurveGroupEntry>, Collection<CurveDefinition>) - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Returns a curve group definition with the specified name and containing the specified entries.
- of(CurveGroupName, Collection<CurveGroupEntry>, Collection<CurveDefinition>, Map<CurveName, SeasonalityDefinition>) - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Returns a curve group definition with the specified name and containing the specified entries and seasonality.
- of(String) - Static method in class com.opengamma.strata.market.curve.CurveGroupId
-
Obtains an instance used to obtain a curve group by name.
- of(CurveGroupName) - Static method in class com.opengamma.strata.market.curve.CurveGroupId
-
Obtains an instance used to obtain a curve group by name.
- of(CurveGroupName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.CurveGroupId
-
Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.
- of(String) - Static method in class com.opengamma.strata.market.curve.CurveGroupName
-
Obtains an instance from the specified name.
- of(String, String) - Static method in class com.opengamma.strata.market.curve.CurveId
-
Obtains an instance used to obtain a curve by name.
- of(CurveGroupName, CurveName) - Static method in class com.opengamma.strata.market.curve.CurveId
-
Obtains an instance used to obtain a curve by name.
- of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.CurveId
-
Obtains an instance used to obtain a curve by name, specifying the source of observable market data.
- of(String) - Static method in class com.opengamma.strata.market.curve.CurveInfoType
-
Obtains an instance from the specified name.
- of(Map<? extends MarketDataId<?>, ?>, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.CurveInputs
-
Returns a CurveInputs instance containing the specified market data.
- of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.CurveInputsId
-
Obtains an instance from the curve group, curve name and source of observable market data.
- of(String) - Static method in class com.opengamma.strata.market.curve.CurveName
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeClashAction
-
Obtains an instance from the specified name.
- of(LocalDate) - Static method in class com.opengamma.strata.market.curve.CurveNodeDate
-
Obtains an instance specifying a fixed date.
- of(int, CurveNodeClashAction) - Static method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
-
Obtains an instance from the minimum gap, allowing reordering flag and clash action.
- of(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeDateType
-
Obtains an instance from the specified name.
- of(CurveName, int) - Static method in class com.opengamma.strata.market.curve.CurveParameterSize
-
Obtains an instance, specifying the name and parameter count.
- of(String) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Creates the metadata.
- of(CurveName) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Creates the metadata.
- of(ObservableId, DaysAdjustment, BusinessDayAdjustment, Tenor, DayCount) - Static method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Returns a curve node for a term deposit.
- of(NodalCurve, DoubleArray, ShiftType) - Static method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
Obtains an instance of the curve.
- of(NodalCurve, LocalDate, YearMonth, double, SeasonalityDefinition) - Static method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
Obtains an instance from a curve without initial fixing point and month-on-month seasonal adjustment.
- of(CurveMetadata, DoubleArray, DoubleArray, CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Creates an interpolated curve with metadata.
- of(CurveMetadata, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Creates an interpolated curve with metadata.
- of(String) - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator
-
Obtains an instance from the specified unique name.
- of(CurveName, Currency, LocalDate, DayCount, List<? extends IsdaCreditCurveNode>, boolean, boolean) - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
Obtains an instance.
- of(List<CurveParameterSize>, DoubleMatrix) - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Obtains an instance from the curve order and Jacobian matrix.
- of(CurveGroupName, Map<Pair<RepoGroup, Currency>, Curve>, Map<Pair<LegalEntityGroup, Currency>, Curve>) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Returns a curve group containing the specified curves.
- of(String) - Static method in class com.opengamma.strata.market.curve.LegalEntityGroup
-
Obtains an instance from the specified name.
- of(FixedIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a curve node for a Fixed-Ibor interest rate swap using the
specified instrument template and rate.
- of(FixedIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a curve node for a Fixed-Ibor interest rate swap using the
specified instrument template, rate key and spread.
- of(FixedIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a curve node for a Fixed-Ibor interest rate swap using the
specified instrument template, rate key, spread and label.
- of(FixedInflationSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Returns a curve node for a Fixed-Inflation swap using the specified instrument template and rate key.
- of(FixedInflationSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Returns a curve node for a Fixed-Inflation swap using the specified instrument template, rate key and spread.
- of(FixedInflationSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Returns a curve node for a Fixed-Inflation swap using the specified instrument template,
rate key, spread and label.
- of(FixedOvernightSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a curve node for a Fixed-Overnight interest rate swap using the
specified instrument template and rate.
- of(FixedOvernightSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a curve node for a Fixed-Overnight interest rate swap using the
specified instrument template, rate key and spread.
- of(FixedOvernightSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a curve node for a Fixed-Overnight interest rate swap using the
specified instrument template, rate key, spread and label.
- of(FraTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a curve node for a FRA using the specified instrument template and rate key.
- of(FraTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a curve node for a FRA using the specified instrument template, rate key and spread.
- of(FraTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a curve node for a FRA using the specified instrument template, rate key, spread and label.
- of(FxSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Returns a curve node for an FX Swap using the specified instrument template and keys.
- of(FxSwapTemplate, ObservableId, String) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Returns a curve node for an FX Swap using the specified instrument template and keys and label.
- of(IborFixingDepositTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a curve node for an Ibor deposit using the specified template and rate key.
- of(IborFixingDepositTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a curve node for an Ibor deposit using the specified template, rate key and spread.
- of(IborFixingDepositTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a curve node for an Ibor deposit using the specified template, rate key, spread and label.
- of(IborFutureTemplate, QuoteId) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Obtains a curve node for an Ibor Future using the specified template and rate key.
- of(IborFutureTemplate, QuoteId, double) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Obtains a curve node for an Ibor Future using the specified template, rate key and spread.
- of(IborFutureTemplate, QuoteId, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Obtains a curve node for an Ibor Future using the specified template, rate key, spread and label.
- of(IborIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a curve node for an Ibor-Ibor interest rate swap using the
specified instrument template and rate.
- of(IborIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a curve node for an Ibor-Ibor interest rate swap using the
specified instrument template, rate key and spread.
- of(IborIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a curve node for a Ibor-Ibor interest rate swap using the
specified instrument template, rate key, spread and label.
- of(OvernightIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Obtains a curve node for an Overnight-Ibor interest rate swap using the
specified instrument template and rate.
- of(OvernightIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Obtains a curve node for an Overnight-Ibor interest rate swap using the
specified instrument template, rate key and spread.
- of(OvernightIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Obtains a curve node for an Overnight-Ibor interest rate swap using the
specified instrument template, rate key, spread and label.
- of(TermDepositTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a curve node for a term deposit using the specified instrument template and rate key.
- of(TermDepositTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a curve node for a term deposit using the specified instrument template, rate key and spread.
- of(TermDepositTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a curve node for a term deposit using the specified instrument template, rate key, spread and label.
- of(ThreeLegBasisSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Returns a curve node for a three leg basis swap using the
specified instrument template and rate.
- of(ThreeLegBasisSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Returns a curve node for a three leg basis swap using the specified instrument template, rate key and spread.
- of(ThreeLegBasisSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Returns a curve node for a three leg basis swap using the specified instrument template, rate key, spread and label.
- of(XCcyIborIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the
specified instrument template and rate.
- of(XCcyIborIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the
specified instrument template, rate key and spread.
- of(XCcyIborIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the
specified instrument template, rate key, spread and label.
- of(Curve, ShiftType, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
Returns a curve based on an underlying curve with a parallel shift applied to the Y values.
- of(CurveMetadata, DoubleArray, BiFunction<DoubleArray, Double, Double>, BiFunction<DoubleArray, Double, Double>, BiFunction<DoubleArray, Double, DoubleArray>) - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
Obtains an instance.
- of(String) - Static method in class com.opengamma.strata.market.curve.RepoGroup
-
Obtains an instance from the specified name.
- of(DoubleArray, ShiftType) - Static method in class com.opengamma.strata.market.curve.SeasonalityDefinition
-
Obtains an instance of the seasonality.
- of(ValueType, double) - Static method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
-
Obtains an instance specifying information about the x-value.
- of(ObservableId, DaysAdjustment, BusinessDayAdjustment, Tenor, DayCount, Frequency) - Static method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Returns a curve node for a standard fixed-Ibor swap.
- of(String) - Static method in class com.opengamma.strata.market.explain.ExplainKey
-
Obtains an instance from the specified name.
- of(Map<ExplainKey<?>, Object>) - Static method in class com.opengamma.strata.market.explain.ExplainMap
-
Creates an instance from a populated map.
- of(ShiftType, DoubleArray, CurrencyPair) - Static method in class com.opengamma.strata.market.FxRateShifts
-
Creates an instance.
- of(ShiftType, DoubleArray) - Static method in class com.opengamma.strata.market.GenericDoubleShifts
-
Creates an instance with zero spread.
- of(ShiftType, DoubleArray, double) - Static method in class com.opengamma.strata.market.GenericDoubleShifts
-
Creates an instance with spread.
- of(String) - Static method in enum com.opengamma.strata.market.model.MoneynessType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.market.model.SabrParameterType
-
Obtains an instance from the specified name.
- of(Index) - Static method in class com.opengamma.strata.market.observable.IndexQuoteId
-
Obtains an instance used to obtain an observable value of the index.
- of(Index, FieldName) - Static method in class com.opengamma.strata.market.observable.IndexQuoteId
-
Obtains an instance used to obtain an observable value of the index.
- of(Index, FieldName, ObservableSource) - Static method in class com.opengamma.strata.market.observable.IndexQuoteId
-
Obtains an instance used to obtain an observable value of the index,
specifying the source of observable market data.
- of(String) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformationId
-
Obtains an identifier used to find legal entity information.
- of(StandardId) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformationId
-
Obtains an identifier used to find legal entity information.
- of(StandardId) - Static method in class com.opengamma.strata.market.observable.QuoteId
-
Obtains an instance used to obtain an observable value.
- of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.observable.QuoteId
-
Obtains an instance used to obtain an observable value.
- of(StandardId, FieldName, ObservableSource) - Static method in class com.opengamma.strata.market.observable.QuoteId
-
Obtains an instance used to obtain an observable value,
specifying the source of observable market data.
- of(DoubleArray) - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArray
-
Obtains an instance wrapping a set of quotes.
- of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
-
Returns a key identifying the market data with the specified ID and field name.
- of(QuoteId) - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
-
Returns a key identifying the same market data as the quote key.
- of(double) - Static method in class com.opengamma.strata.market.option.DeltaStrike
-
Obtains an instance of Delta with the value of absolute delta.
- of(double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
Obtains an instance of LogMoneyness with the value of log-moneyness.
- of(double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike
-
Obtains an instance of Moneyness with the value of moneyness.
- of(double) - Static method in class com.opengamma.strata.market.option.SimpleStrike
-
Obtains an instance of Strike with the value of strike.
- of(String) - Static method in class com.opengamma.strata.market.option.StrikeType
-
Obtains an instance from the specified name.
- of(CrossGammaParameterSensitivity) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Obtains an instance from a single sensitivity entry.
- of(CrossGammaParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Obtains an instance from an array of sensitivity entries.
- of(List<? extends CrossGammaParameterSensitivity>) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Obtains an instance from a list of sensitivity entries.
- of(MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleMatrix) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Obtains an instance from the market data name, metadata, currency and sensitivity.
- of(MarketDataName<?>, List<? extends ParameterMetadata>, MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleMatrix) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Obtains an instance from the market data names, metadatas, currency and sensitivity.
- of(MarketDataName<?>, List<? extends ParameterMetadata>, List<Pair<MarketDataName<?>, List<? extends ParameterMetadata>>>, Currency, DoubleMatrix) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Obtains an instance from the market data names, metadatas, currency and sensitivity.
- of(CurrencyParameterSensitivity) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Obtains an instance from a single sensitivity entry.
- of(CurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Obtains an instance from an array of sensitivity entries.
- of(List<? extends CurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Obtains an instance from a list of sensitivity entries.
- of(MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Obtains an instance from the market data name, metadata, currency and sensitivity.
- of(MarketDataName<?>, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Obtains an instance from the market data name, currency and sensitivity.
- of(MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleArray, List<ParameterSize>) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Obtains an instance from the market data name, metadata, currency, sensitivity and parameter split.
- of(LocalDate, String) - Static method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
-
Obtains an instance using the tenor, specifying the label.
- of(String) - Static method in class com.opengamma.strata.market.param.LabelParameterMetadata
-
Obtains an instance specifying the label.
- of(ParameterizedData...) - Static method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
-
Obtains an instance that can combine the specified underlying instances.
- of(List<? extends ParameterizedData>) - Static method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
-
Obtains an instance that can combine the specified underlying instances.
- of(MarketDataName<?>, int) - Static method in class com.opengamma.strata.market.param.ParameterSize
-
Obtains an instance, specifying the name and parameter count.
- of(ResolvedTrade, String) - Static method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
-
Obtains an instance specifying the trade and label.
- of(LocalDate, Tenor) - Static method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
-
Obtains an instance using the tenor.
- of(LocalDate, Tenor, String) - Static method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
-
Obtains an instance using the tenor, specifying the label.
- of(Tenor) - Static method in class com.opengamma.strata.market.param.TenorParameterMetadata
-
Obtains an instance using the tenor.
- of(Tenor, String) - Static method in class com.opengamma.strata.market.param.TenorParameterMetadata
-
Obtains an instance using the tenor, specifying the label.
- of(UnitParameterSensitivity) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Obtains an instance from a single sensitivity entry.
- of(UnitParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Obtains an instance from an array of sensitivity entries.
- of(List<? extends UnitParameterSensitivity>) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Obtains an instance from a list of sensitivity entries.
- of(MarketDataName<?>, List<? extends ParameterMetadata>, DoubleArray) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Obtains an instance from the market data name, metadata and sensitivity.
- of(MarketDataName<?>, DoubleArray) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Obtains an instance from the market data name and sensitivity.
- of(MarketDataName<?>, List<? extends ParameterMetadata>, DoubleArray, List<ParameterSize>) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Obtains an instance from the market data name, metadata, sensitivity and parameter split.
- of(LocalDate, YearMonth) - Static method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
-
Obtains an instance using the year-month.
- of(LocalDate, YearMonth, String) - Static method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
-
Obtains an instance using the year-month, specifying the label.
- of(PointSensitivity...) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Obtains an instance from an array of sensitivity entries.
- of(List<? extends PointSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Obtains an instance from a list of sensitivity entries.
- of(PointSensitivity...) - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Returns a builder with the specified sensitivities.
- of(List<? extends PointSensitivity>) - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
-
Returns a builder with the specified sensitivities.
- of(String) - Static method in enum com.opengamma.strata.market.ShiftType
-
Obtains an instance from the specified name.
- of(String, double) - Static method in class com.opengamma.strata.market.surface.ConstantSurface
-
Creates a constant surface with a specific value.
- of(SurfaceName, double) - Static method in class com.opengamma.strata.market.surface.ConstantSurface
-
Creates a constant surface with a specific value.
- of(SurfaceMetadata, double) - Static method in class com.opengamma.strata.market.surface.ConstantSurface
-
Creates a constant surface with a specific value.
- of(String) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Creates the metadata.
- of(SurfaceName) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Creates the metadata.
- of(SurfaceMetadata, Surface, Function<DoublesPair, ValueDerivatives>) - Static method in class com.opengamma.strata.market.surface.DeformedSurface
-
Obtains an instance.
- of(SurfaceMetadata, DoubleArray, DoubleArray, DoubleArray, SurfaceInterpolator) - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Creates an interpolated surface with metadata.
- of(CurveInterpolator, CurveInterpolator) - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Obtains an instance from the specified interpolators, using flat extrapolation.
- of(CurveInterpolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Obtains an instance from the specified interpolators and extrapolators.
- of(CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
Obtains an instance from the specified interpolators and extrapolators.
- of(ValueType, double, ValueType, double) - Static method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
-
Obtains an instance specifying information about the x-value.
- of(String) - Static method in class com.opengamma.strata.market.surface.SurfaceInfoType
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.market.surface.SurfaceName
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.market.ValueType
-
Obtains an instance from the specified name.
- of(SecurityId, BondFutureVolatilitiesId) - Static method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
-
Obtains an instance based on a single mapping from security ID to volatility identifier.
- of(Map<SecurityId, BondFutureVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
-
Obtains an instance based on a map of volatility identifiers.
- of(Map<StandardId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, Map<StandardId, LegalEntityGroup>, Map<Pair<LegalEntityGroup, Currency>, CurveId>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains an instance based on a maps for repo and issuer curves.
- of(Map<StandardId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, Map<StandardId, LegalEntityGroup>, Map<Pair<LegalEntityGroup, Currency>, CurveId>, ObservableSource) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains an instance based on a maps for repo and issuer curves.
- of(LegalEntityCurveGroup, Map<StandardId, RepoGroup>, Map<StandardId, LegalEntityGroup>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
-
Obtains an instance based on a curve group and group maps.
- of(Map<Class<?>, CalculationParameter>, CalculationParameter) - Static method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
-
Obtains an instance from the specified parameters.
- of(Map<StandardId, CalculationParameter>, CalculationParameter) - Static method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
-
Obtains an instance from the specified parameters.
- of(IborIndex, IborCapletFloorletVolatilitiesId) - Static method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
-
Obtains an instance based on a single mapping from index to volatility identifier.
- of(Map<IborIndex, IborCapletFloorletVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
-
Obtains an instance based on a map of volatility identifiers.
- of(double, double) - Static method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
-
Obtains an instance based on a lookup and market data.
- of(CmsSabrExtrapolationParams) - Static method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Obtains an instance specifying the SABR extrapolation parameters.
- of(Map<Pair<StandardId, Currency>, CurveId>, Map<Currency, CurveId>, Map<StandardId, CurveId>) - Static method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
-
Obtains an instance based on a maps for credit, discount and recovery rate curves.
- of(Map<Pair<StandardId, Currency>, CurveId>, Map<Currency, CurveId>, Map<StandardId, CurveId>, ObservableSource) - Static method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
-
Obtains an instance based on a maps for credit, discount and recovery rate curves.
- of(Map<CurrencyPair, QuoteId>) - Static method in class com.opengamma.strata.measure.fx.FxRateConfig
-
Returns FX rate configuration built using the data in the map.
- of(CurrencyPair, FxOptionVolatilitiesId) - Static method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
-
Obtains an instance based on a single mapping from currency pair to volatility identifier.
- of(Map<CurrencyPair, FxOptionVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
-
Obtains an instance based on a map of volatility identifiers.
- of(String) - Static method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod
-
Obtains an instance from the specified name.
- of(IborIndex, IborFutureOptionVolatilitiesId) - Static method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
-
Obtains an instance based on a single mapping from index to volatility identifier.
- of(Map<IborIndex, IborFutureOptionVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
-
Obtains an instance based on a map of volatility identifiers.
- of(Map<Currency, CurveId>, Map<Index, CurveId>) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains an instance based on a map of discount and forward curve identifiers.
- of(Map<Currency, CurveId>, Map<Index, CurveId>, ObservableSource, FxRateLookup) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains an instance based on a map of discount and forward curve identifiers,
specifying the source of FX rates.
- of(CurveGroupName, Map<Currency, CurveName>, Map<? extends Index, CurveName>) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains an instance based on a group of discount and forward curves.
- of(CurveGroup) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains an instance based on a curve group.
- of(CurveGroupDefinition) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains an instance based on a curve group definition.
- of(CurveGroupDefinition, ObservableSource, FxRateLookup) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
-
Obtains an instance based on a curve group definition.
- of(IborIndex, SwaptionVolatilitiesId) - Static method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
-
Obtains an instance based on a single mapping from index to volatility identifier.
- of(Map<IborIndex, SwaptionVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
-
Obtains an instance based on a map of volatility identifiers.
- of(ZonedDateTime, InterpolatedNodalSurface) - Static method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(BondFutureVolatilitiesName, double, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
Obtains an instance based on the security ID.
- of(String) - Static method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
-
Obtains an identifier used to find bond future volatilities.
- of(BondFutureVolatilitiesName) - Static method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
-
Obtains an identifier used to find bond future volatilities.
- of(String) - Static method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesName
-
Obtains an instance from the specified name.
- of(DiscountFactors, LegalEntityGroup) - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
Obtains an instance based on discount factors and legal entity group.
- of(Currency, double, LegalEntityGroup, double) - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Obtains an instance from the curve currency, date, legal entity group and value.
- of(ZeroRateSensitivity, LegalEntityGroup) - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Obtains an instance from zero rate sensitivity and legal entity group.
- of(Currency, double, Currency, LegalEntityGroup, double) - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
Obtains an instance from the curve currency, date, sensitivity currency,
legal entity group and value.
- of(DiscountFactors, RepoGroup) - Static method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
Obtains an instance based on discount factors and group.
- of(Currency, double, RepoGroup, double) - Static method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Obtains an instance from the curve currency, date, group and value.
- of(ZeroRateSensitivity, RepoGroup) - Static method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Obtains an instance from zero rate sensitivity and group.
- of(Currency, double, Currency, RepoGroup, double) - Static method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
Obtains an instance from the curve currency, date, sensitivity currency,
group and value.
- of(IborIndex, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(VolatilityIborCapFloorLegPricer, double, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityCalibrator
-
Obtains an instance.
- of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, GridSurfaceInterpolator) - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Obtains an instance with zero shift.
- of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, GridSurfaceInterpolator, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Obtains an instance with shift curve.
- of(IborCapletFloorletVolatilitiesName, double, SabrParameterType, Currency, double) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
Obtains an instance from the specified elements.
- of(IborCapletFloorletVolatilitiesName, double, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
Obtains an instance.
- of(String) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
-
Obtains an identifier used to find Ibor caplet/floorlet volatilities.
- of(IborCapletFloorletVolatilitiesName) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
-
Obtains an identifier used to find Ibor caplet/floorlet volatilities.
- of(String) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesName
-
Obtains an instance from the specified name.
- of(IborIndex, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(VolatilityIborCapFloorLegPricer, SabrIborCapletFloorletPeriodPricer, double, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapper
-
Creates an instance.
- of(VolatilityIborCapFloorLegPricer, SabrIborCapFloorLegPricer, double, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrator
-
Creates an instance.
- of(IborCapletFloorletVolatilitiesName, IborIndex, ZonedDateTime, SabrParameters) - Static method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Obtains an instance from the SABR model parameters and the date-time for which it is valid.
- of(IborIndex, ZonedDateTime, Surface, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, GridSurfaceInterpolator) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Obtains an instance with gird surface interpolator.
- of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, GridSurfaceInterpolator, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Obtains an instance with gird surface interpolator and shift curve.
- of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, CurveInterpolator, CurveInterpolator) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Obtains an instance with time interpolator and strike interpolator.
- of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, CurveInterpolator, CurveInterpolator, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
Obtains an instance with time interpolator, strike interpolator and shift curve.
- of(VolatilityIborCapFloorLegPricer, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapper
-
Creates an instance.
- of(DiscountingSwapProductPricer, double, double) - Static method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
-
Obtains the pricer.
- of(double, double) - Static method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
-
Obtains the pricer with default swap pricer.
- of(Period, Strike) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
-
Creates node metadata using period and strike.
- of(Period, Strike, String) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
-
Creates node using period, strike and label.
- of(double, Strike) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
-
Creates node metadata using year fraction and strike.
- of(double, Strike, String) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
-
Creates node using year fraction, strike and label.
- of(String) - Static method in enum com.opengamma.strata.pricer.common.PriceType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.pricer.CompoundedRateType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.pricer.credit.ArbitrageHandling
-
Obtains an instance from the specified name.
- of(StandardId, LocalDate, double) - Static method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
-
Obtains an instance.
- of(StandardId, Currency, double, double) - Static method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
Obtains an instance.
- of(StandardId, Currency, double, Currency, double) - Static method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
Obtains an instance with sensitivity currency specified.
- of(StandardId, ZeroRateSensitivity) - Static method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
Obtains an instance from ZeroRateSensitivity and StandardId.
- of(Currency, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Obtains an instance from a curve.
- of(double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator
-
Obtains the curve calibrator with the accuracy of the root finder specified.
- of(Currency, LocalDate, NodalCurve) - Static method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
Creates an instance from the underlying curve.
- of(Currency, LocalDate, CurveName, DoubleArray, DoubleArray, DayCount) - Static method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
Creates an instance from year fraction and zero rate values.
- of(Currency, Map<StandardId, Double>) - Static method in class com.opengamma.strata.pricer.credit.JumpToDefault
-
Obtains an instance from currency and map.
- of(StandardId, CreditDiscountFactors) - Static method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Creates an instance.
- of(StandardId, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.credit.RecoveryRates
-
Obtains an instance from a curve.
- of(String, List<? extends CalibrationMeasure<? extends ResolvedTrade>>) - Static method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
Obtains an instance from a list of individual trade-specific measures.
- of(String, CalibrationMeasure<? extends ResolvedTrade>...) - Static method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
Obtains an instance from a list of individual trade-specific measures.
- of(double, double, int) - Static method in class com.opengamma.strata.pricer.curve.CurveCalibrator
-
Obtains an instance specifying tolerances to use.
- of(double, double, int, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.curve.CurveCalibrator
-
Obtains an instance specifying tolerances and measures to use.
- of(double, double, int, CalibrationMeasures, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.curve.CurveCalibrator
-
Obtains an instance specifying tolerances and measures to use.
- of(ImmutableRatesProvider, CurveGroupDefinition, ReferenceData) - Static method in class com.opengamma.strata.pricer.curve.ImmutableRatesProviderGenerator
-
Obtains a generator from an existing provider and definition.
- of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
-
Obtains a calibrator for a specific type of trade.
- of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
-
Obtains a calibrator for a specific type of trade.
- of(CurveCalibrator, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.curve.SyntheticCurveCalibrator
-
Obtains an instance, specifying market quotes measures to use and calibrator.
- of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
Obtains a calibrator for a specific type of trade.
- of(Currency, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.DiscountFactors
-
Obtains an instance from a curve.
- of(CurrencyPair, FxRateProvider, DiscountFactors, DiscountFactors) - Static method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
Obtains an instance based on two discount factors, one for each currency.
- of(FxIndex, FxForwardRates) - Static method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
Obtains an instance based on discount factors with no historic fixings.
- of(FxIndex, FxForwardRates, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
Obtains an instance based on discount factors and historic fixings.
- of(CurrencyPair, Currency, LocalDate, double) - Static method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
Obtains an instance from currency pair, reference currency, reference date and sensitivity value.
- of(CurrencyPair, Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
Obtains an instance from currency pair, reference currency, reference date
sensitivity currency and sensitivity value.
- of(FxIndexObservation, Currency, double) - Static method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Obtains an instance from the observation, reference currency and sensitivity value.
- of(FxIndexObservation, Currency, Currency, double) - Static method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Obtains an instance from the observation, reference currency and sensitivity value,
specifying the currency of the value.
- of(CurrencyPair, ZonedDateTime, Curve) - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
Obtains an instance from an expiry-volatility curve and the date-time for which it is valid.
- of(FxOptionVolatilitiesName, CurrencyPair, ZonedDateTime, SmileDeltaTermStructure) - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
Obtains an instance based on a smile.
- of(CurrencyPair, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(FxOptionVolatilitiesName, CurrencyPair, double, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
Obtains an instance, specifying sensitivity currency.
- of(String) - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
-
Obtains an identifier used to find FX option volatilities.
- of(FxOptionVolatilitiesName) - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
-
Obtains an identifier used to find FX option volatilities.
- of(String) - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName
-
Obtains an instance from the specified name.
- of(double, Strike, CurrencyPair) - Static method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
Creates node metadata using year fraction, strike and currency pair.
- of(double, Strike, String, CurrencyPair) - Static method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
Creates node using year fraction, strike, label and currency pair.
- of(List<SmileDeltaParameters>, DayCount) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from a set of smile descriptions.
- of(List<SmileDeltaParameters>, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from a set of smile descriptions
with strike interpolator and extrapolators specified.
- of(List<SmileDeltaParameters>, DayCount, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from a set of smile descriptions
with interpolator and extrapolators fully specified.
- of(DoubleArray, DoubleArray, DoubleMatrix, DayCount) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from expiry times, delta values and volatilities.
- of(DoubleArray, DoubleArray, DoubleMatrix, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from expiry times, delta values and volatilities
with strike interpolator and extrapolators specified.
- of(DoubleArray, DoubleArray, DoubleMatrix, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from expiry times, delta values and volatilities
with interpolator and extrapolators fully specified.
- of(DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, DayCount) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and
strangle figures.
- of(DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and
strangle figures with strike interpolator and extrapolators specified.
- of(DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and
strangle figures with interpolator and extrapolators fully specified.
- of(DoubleMatrix, List<DoubleMatrix>, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
Creates an instance.
- of(SmileDeltaParameters, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
-
Obtains an instance.
- of(double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
Obtains an instance from volatility.
- of(double, double, DoubleArray, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.
- of(double, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
-
Obtains an instance.
- of(IborFutureOptionVolatilitiesName, double, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
Obtains an instance.
- of(String) - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
-
Obtains an identifier used to find Ibor future option volatilities.
- of(IborFutureOptionVolatilitiesName) - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
-
Obtains an identifier used to find Ibor future option volatilities.
- of(String) - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesName
-
Obtains an instance from the specified name.
- of(IborIndex, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
Obtains an instance from the volatility surface and the date-time for which it is valid.
- of(double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
Obtains an instance from the model parameters.
- of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Obtains an instance from Hull-White model parameters and the date-time for which it is valid.
- of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, LocalDate, LocalTime, ZoneId) - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
Obtains an instance from Hull-White model parameters and the date, time and zone for which it is valid.
- of(Surface, Surface, Surface, Surface, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Obtains an instance without shift from nodal surfaces and volatility function provider.
- of(Surface, Surface, Surface, Surface, Surface, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Obtains an instance with shift from nodal surfaces and volatility function provider.
- of(Curve, Curve, Curve, Curve, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.model.SabrParameters
-
Obtains an instance without shift from nodal curves and volatility function provider.
- of(Curve, Curve, Curve, Curve, Curve, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.model.SabrParameters
-
Obtains an instance with shift from nodal curves and volatility function provider.
- of(List<Period>, DoubleArray, ValueType, DoubleMatrix, ValueType) - Static method in class com.opengamma.strata.pricer.option.RawOptionData
-
Obtains an instance of the raw volatility.
- of(List<Period>, DoubleArray, ValueType, DoubleMatrix, DoubleMatrix, ValueType) - Static method in class com.opengamma.strata.pricer.option.RawOptionData
-
Obtains an instance of the raw data with error.
- of(Map<Tenor, RawOptionData>) - Static method in class com.opengamma.strata.pricer.option.TenorRawOptionData
-
Obtains an instance of the raw volatility.
- of(IborIndex, DiscountFactors) - Static method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
Obtains an instance based on discount factors with no historic fixings.
- of(IborIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
Obtains an instance based on discount factors and historic fixings.
- of(OvernightIndex, DiscountFactors) - Static method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
Obtains an instance based on discount factors with no historic fixings.
- of(OvernightIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
Obtains an instance based on discount factors and historic fixings.
- of(IborIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Obtains an instance from a forward curve, with an empty time-series of fixings.
- of(IborIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Obtains an instance from a curve and time-series of fixings.
- of(IborIndexObservation, double) - Static method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
Obtains an instance from the observation and sensitivity value.
- of(IborIndexObservation, Currency, double) - Static method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
Obtains an instance from the observation and sensitivity value,
specifying the currency of the value.
- of(PriceIndexObservation, double) - Static method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
Obtains an instance from the observation and sensitivity value.
- of(PriceIndexObservation, Currency, double) - Static method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
Obtains an instance from the observation and sensitivity value,
specifying the currency of the value.
- of(OvernightIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Obtains an instance from a forward curve, with an empty time-series of fixings.
- of(OvernightIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Obtains an instance from a curve and time-series of fixings.
- of(OvernightIndexObservation, double) - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Obtains an instance from the observation and sensitivity value.
- of(OvernightIndexObservation, Currency, double) - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Obtains an instance from the observation and sensitivity value,
specifying the currency of the value.
- of(PriceIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
-
Obtains an instance from a curve and time-series of fixings.
- of(IborIndex, LocalDate, Curve) - Static method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
Obtains an instance from a curve, with an empty time-series of fixings.
- of(IborIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
Obtains an instance from a curve and time-series of fixing.
- of(PriceIndex, LocalDate, NodalCurve, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
Obtains an instance based on a curve with no seasonality adjustment.
- of(PriceIndex, LocalDate, NodalCurve, LocalDateDoubleTimeSeries, DoubleArray) - Static method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
- of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
Obtains an instance based on a discount factor curve.
- of(FixedIborSwapConvention, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(FixedIborSwapConvention, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(FixedIborSwapConvention, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(FixedIborSwapConvention, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
- of(SwaptionVolatilitiesName, FixedIborSwapConvention, ZonedDateTime, SabrInterestRateParameters) - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Obtains an instance from the SABR model parameters and the date-time for which it is valid.
- of(SabrVolatilityFormula, DiscountingSwapProductPricer) - Static method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Obtains an instance from a SABR volatility function provider and a swap pricer.
- of(SabrVolatilityFormula, DiscountingSwapProductPricer, ReferenceData) - Static method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
-
Obtains an instance from a SABR volatility function provider and a swap pricer.
- of(SwaptionVolatilitiesName, FixedIborSwapConvention, DayCount, SurfaceInterpolator) - Static method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
-
Obtains an instance from the name, convention, day count and tenors.
- of(SwaptionVolatilitiesName, double, double, SabrParameterType, Currency, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
Obtains an instance from the specified elements.
- of(SwaptionVolatilitiesName, double, double, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
Obtains an instance from the specified elements.
- of(double, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
-
Creates node metadata using swap convention, year fraction and simple moneyness.
- of(double, double, String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
-
Creates node using swap convention, year fraction, simple moneyness and label.
- of(double, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
-
Creates node metadata using swap convention, year fraction and strike.
- of(double, double, String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
-
Creates node using swap convention, year fraction, strike and label.
- of(double, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
-
Creates node metadata using swap convention, year fraction and strike.
- of(double, double, String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
-
Creates node using swap convention, year fraction, strike and label.
- of(String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
-
Obtains an identifier used to find swaption volatilities.
- of(SwaptionVolatilitiesName) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
-
Obtains an identifier used to find swaption volatilities.
- of(String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesName
-
Obtains an instance from the specified name.
- of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
Obtains an instance based on a zero-rates curve.
- of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
Obtains an instance based on a zero-rates curve.
- of(Currency, double, double) - Static method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
Obtains an instance from the curve currency, date and value.
- of(Currency, double, Currency, double) - Static method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
Obtains an instance from the curve currency, date, sensitivity currency and value.
- of(String) - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
-
Obtains an instance from the specified name.
- of(Payment, SchedulePeriod) - Static method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
Obtains an instance based on a payment and schedule period.
- of(IborCapFloorLeg) - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
Obtains an instance from a cap/floor leg with no pay leg.
- of(IborCapFloorLeg, SwapLeg) - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
Obtains an instance from a cap/floor leg and a pay leg.
- of(ResolvedIborCapFloorLeg) - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
Obtains an instance from a cap/floor leg with no pay leg.
- of(ResolvedIborCapFloorLeg, ResolvedSwapLeg) - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
Obtains an instance from a cap/floor leg and a pay leg.
- of(CmsLeg) - Static method in class com.opengamma.strata.product.cms.Cms
-
Obtains an instance from a CMS leg with no pay leg.
- of(CmsLeg, SwapLeg) - Static method in class com.opengamma.strata.product.cms.Cms
-
Obtains an instance from a CMS leg and a pay leg.
- of(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
-
Obtains an instance from the specified name.
- of(ResolvedCmsLeg) - Static method in class com.opengamma.strata.product.cms.ResolvedCms
-
Obtains an instance from a CMS leg with no pay leg.
- of(ResolvedCmsLeg, ResolvedSwapLeg) - Static method in class com.opengamma.strata.product.cms.ResolvedCms
-
Obtains an instance from a CMS leg and a pay leg.
- of(String) - Static method in enum com.opengamma.strata.product.common.BuySell
-
Obtains an instance from the specified name.
- of(String) - Static method in class com.opengamma.strata.product.common.ExchangeId
-
Returns an identifier for an exchange.
- of(String) - Static method in enum com.opengamma.strata.product.common.LongShort
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.common.PayReceive
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.common.PutCall
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.common.SettlementType
-
Obtains an instance from the specified name.
- of(BuySell, StandardId, Currency, double, LocalDate, LocalDate, Frequency, HolidayCalendarId, double) - Static method in class com.opengamma.strata.product.credit.Cds
-
Creates an instance of a standardized CDS.
- of(CdsTrade, CdsQuote) - Static method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
-
Creates an instance.
- of(BuySell, StandardId, List<StandardId>, Currency, double, LocalDate, LocalDate, Frequency, HolidayCalendarId, double) - Static method in class com.opengamma.strata.product.credit.CdsIndex
-
Creates an instance of a standardized CDS index.
- of(CdsIndexTrade, CdsQuote) - Static method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
-
Creates an instance.
- of(CdsQuoteConvention, double) - Static method in class com.opengamma.strata.product.credit.CdsQuote
-
Creates an instance.
- of(String) - Static method in enum com.opengamma.strata.product.credit.PaymentOnDefault
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.credit.type.AccrualStart
-
Obtains an instance from the specified name.
- of(String) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention
-
Obtains an instance from the specified name.
- of(LocalDate, LocalDate, CdsConvention) - Static method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
-
Obtains a template based on the specified dates and convention.
- of(String, Currency, DayCount, Frequency, BusinessDayAdjustment, DaysAdjustment) - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Obtains a convention based on the specified parameters.
- of(AccrualStart, Tenor, CdsConvention) - Static method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Tenor, CdsConvention) - Static method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
-
Obtains a template based on the specified tenor and convention.
- of(TradeInfo, IborFixingDeposit) - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
Obtains an instance of an Ibor Fixing Deposit trade.
- of(TradeInfo, ResolvedIborFixingDeposit) - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
Obtains an instance of a resolved Ibor Fixing Deposit trade.
- of(TradeInfo, ResolvedTermDeposit) - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
Obtains an instance of a resolved Term Deposit trade.
- of(TradeInfo, TermDeposit) - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
Obtains an instance of a Term Deposit trade.
- of(String) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Obtains an instance from the specified unique name.
- of(IborIndex) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Obtains a convention based on the specified index.
- of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Obtains a template based on the specified index.
- of(Period, IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Obtains a template based on the specified period and index.
- of(Period, IborFixingDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Obtains a template based on the specified periods and convention.
- of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Obtains a convention based on the specified index.
- of(String, Currency, BusinessDayAdjustment, DayCount, DaysAdjustment) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Obtains a convention based on the specified currency, business day adjustment,
day count convention and spot date offset.
- of(String) - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Obtains an instance from the specified unique name.
- of(Period, TermDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Obtains a template based on the specified period and convention.
- of(String) - Static method in class com.opengamma.strata.product.etd.EtdContractCode
-
Obtains an instance from the specified name.
- of(String, String) - Static method in class com.opengamma.strata.product.etd.EtdContractSpecId
-
Obtains an instance from a scheme and value.
- of(StandardId) - Static method in class com.opengamma.strata.product.etd.EtdContractSpecId
-
Creates an instance from a standard two-part identifier.
- of(String) - Static method in enum com.opengamma.strata.product.etd.EtdExpiryType
-
Obtains an instance from the specified name.
- of(EtdContractSpec, YearMonth, EtdVariant) - Static method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
Obtains an instance from a contract specification, expiry year-month and variant.
- of(TradeInfo, EtdFutureSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
Obtains an instance from trade information, security, quantity and price.
- of(EtdContractSpec, YearMonth, EtdVariant, int, PutCall, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Obtains an instance from a contract specification, expiry year-month, variant, version, put/call and strike price.
- of(TradeInfo, EtdOptionSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
Obtains an instance from trade information, security, quantity and price.
- of(String) - Static method in enum com.opengamma.strata.product.etd.EtdOptionType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.etd.EtdSettlementType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.etd.EtdType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
-
Obtains an instance from the specified name.
- of(TradeInfo, Fra) - Static method in class com.opengamma.strata.product.fra.FraTrade
-
Obtains an instance of a FRA trade.
- of(TradeInfo, ResolvedFra) - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
Obtains an instance of a resolved FRA trade.
- of(String) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Obtains an instance from the specified unique name.
- of(IborIndex) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Obtains a convention based on the specified index.
- of(IborIndex) - Static method in class com.opengamma.strata.product.fra.type.FraConventions
-
Obtains a convention based on the specified index.
- of(Period, IborIndex) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Obtains a template based on the specified period and index.
- of(Period, Period, FraConvention) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Obtains a template based on the specified periods and convention.
- of(IborIndex) - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Obtains a convention based on the specified index.
- of(TradeInfo, FxNdf) - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
-
Obtains an instance of a Non-Deliverable Forward (NDF) trade.
- of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle
-
Creates an FxSingle from two amounts and the value date.
- of(CurrencyAmount, CurrencyAmount, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle
-
Creates an FxSingle from two amounts and the value date, specifying a date adjustment.
- of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle
-
Creates an FxSingle using a rate.
- of(CurrencyAmount, FxRate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle
-
Creates an FxSingle using a rate, specifying a date adjustment.
- of(TradeInfo, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
-
Obtains an instance of a foreign exchange trade.
- of(FxSingle, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSwap
-
Creates an FxSwap from two transactions.
- of(TradeInfo, FxSwap) - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
-
Obtains an instance of an FX swap trade.
- of(TradeInfo, ResolvedFxNdf) - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
Obtains an instance of a resolved Non-Deliverable Forward (NDF) trade.
- of(Payment, Payment) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Creates an ResolvedFxSingle from two equivalent payments in different currencies.
- of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Creates an ResolvedFxSingle from two amounts and the value date.
- of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
Creates an ResolvedFxSingle using a rate.
- of(TradeInfo, ResolvedFxSingle) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
Obtains an instance of a resolved single FX trade.
- of(ResolvedFxSingle, ResolvedFxSingle) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
Creates a ResolvedFxSwap from two legs.
- of(TradeInfo, ResolvedFxSwap) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
Obtains an instance of a resolved FX swap trade.
- of(String) - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Obtains an instance from the specified unique name.
- of(Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Obtains a template based on the specified period and convention.
- of(Period, Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Obtains a template based on the specified periods and convention.
- of(CurrencyPair, DaysAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Obtains a convention based on the specified currency pair and spot date offset.
- of(CurrencyPair, DaysAdjustment, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Obtains a convention based on the specified currency pair, spot date offset and adjustment.
- of(FxVanillaOption, Barrier, CurrencyAmount) - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
Obtains FX single barrier option with rebate.
- of(FxVanillaOption, Barrier) - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
Obtains FX single barrier option without rebate.
- of(ResolvedFxVanillaOption, Barrier, CurrencyAmount) - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
-
Obtains FX single barrier option with rebate.
- of(ResolvedFxVanillaOption, Barrier) - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
-
Obtains FX single barrier option without rebate.
- of(SecurityInfo) - Static method in class com.opengamma.strata.product.GenericSecurity
-
Obtains an instance from security information, tick size and tick value.
- of(TradeInfo, GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityTrade
-
Obtains an instance from trade information, security, quantity and price.
- of(String) - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention
-
Obtains an instance from the specified unique name.
- of(Period, int, IborFutureConvention) - Static method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
-
Obtains a template based on the specified convention using a relative definition of time.
- of(YearMonth, IborFutureConvention) - Static method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
-
Obtains a template based on the specified convention using an absolute definition of time.
- of(IborIndex, DateSequence) - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Creates a convention based on the specified index and the sequence of dates.
- of(String) - Static method in enum com.opengamma.strata.product.option.BarrierType
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.option.KnockType
-
Obtains an instance from the specified name.
- of(BarrierType, KnockType, double) - Static method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
-
Obtains the continuous barrier with constant barrier level.
- of(TradeInfo, BulletPayment) - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
Obtains an instance of a Bullet Payment trade.
- of(Payment) - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
Obtains an instance of a resolved bullet payment.
- of(TradeInfo, ResolvedBulletPayment) - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
Obtains an instance of a resolved Bullet Payment trade.
- of(String) - Static method in class com.opengamma.strata.product.PositionAttributeType
-
Obtains an instance from the specified name.
- of(StandardId) - Static method in class com.opengamma.strata.product.PositionInfo
-
Obtains an instance with the specified position identifier.
- of(double) - Static method in class com.opengamma.strata.product.rate.FixedRateComputation
-
Creates an instance.
- of(IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Creates a IborAveragedFixing from the fixing date with a weight of 1.
- of(IborIndexObservation, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Creates a IborAveragedFixing from the fixing date with a weight of 1.
- of(List<IborAveragedFixing>) - Static method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
-
Creates an instance from the individual fixings.
- of(IborIndex, IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
-
Creates an instance from two indices and fixing date.
- of(IborIndexObservation, IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
-
Creates an instance from the two underlying index observations.
- of(IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.IborRateComputation
-
Creates an instance from an index and fixing date.
- of(IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborRateComputation
-
Creates an instance from the underlying index observation.
- of(PriceIndex, double, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
Creates an instance from an index, start index value and reference end month.
- of(PriceIndex, double, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
-
Creates an instance from an index, start index value and reference end month.
- of(PriceIndex, YearMonth, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
Creates an instance from an index, reference start month and reference end month.
- of(PriceIndex, YearMonth, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
-
Creates an instance from an index, reference start month and reference end month.
- of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Creates an instance from an index and accrual period dates
- of(OvernightIndex, LocalDate, LocalDate, int, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Creates an instance from an index, accrual period dates and rate cut-off.
- of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Creates an instance from an index and period dates
- of(OvernightIndex, LocalDate, LocalDate, int, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Creates an instance from an index, period dates and rate cut-off.
- of(String) - Static method in class com.opengamma.strata.product.SecurityAttributeType
-
Obtains an instance from the specified name.
- of(String, String) - Static method in class com.opengamma.strata.product.SecurityId
-
Obtains an instance from a scheme and value.
- of(StandardId) - Static method in class com.opengamma.strata.product.SecurityId
-
Creates an instance from a standard two-part identifier.
- of(SecurityId, double, CurrencyAmount) - Static method in class com.opengamma.strata.product.SecurityInfo
-
Obtains an instance from the identifier, tick size and tick value.
- of(SecurityId, SecurityPriceInfo) - Static method in class com.opengamma.strata.product.SecurityInfo
-
Obtains an instance from the identifier and pricing info.
- of(double, CurrencyAmount) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
-
Obtains an instance from the tick size and tick value.
- of(double, CurrencyAmount, double) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
-
Obtains an instance from the tick size, tick value and contract size.
- of(Currency, double) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
-
Obtains an instance from the currency and the value of a single tradeable unit.
- of(TradeInfo, SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityTrade
-
Obtains an instance from trade information, identifier, quantity and price.
- of(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
-
Obtains an instance from the specified name.
- of(double, DayCount) - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Obtains a rate calculation for the specified day count and rate.
- of(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
-
Obtains an instance from the specified name.
- of(FxIndexObservation, Currency) - Static method in class com.opengamma.strata.product.swap.FxReset
-
Obtains an instance from the observation and reference currency.
- of(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
-
Obtains an instance from the specified name.
- of(CurrencyAmount, LocalDate, FxIndexObservation) - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
Obtains an instance from the amount, date and FX index observation.
- of(IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Obtains a rate calculation for the specified index.
- of(String) - Static method in enum com.opengamma.strata.product.swap.IborRateResetMethod
-
Obtains an instance from the specified name.
- of(String, LocalTime, ZoneId, FixedIborSwapTemplate) - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Obtains an instance from the specified name, time and template.
- of(PriceIndex, int, PriceIndexCalculationMethod) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Obtains a rate calculation for the specified price index.
- of(PriceIndex, int, PriceIndexCalculationMethod, double) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Obtains a rate calculation for the specified price index with known start index value.
- of(Payment, SchedulePeriod, CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Obtains an instance based on a payment, schedule period and notional.
- of(Payment, SchedulePeriod, CurrencyAmount, FxIndexObservation) - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Obtains an instance based on a payment, schedule period, notional and FX reset.
- of(Payment, SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
Obtains an instance based on a payment and schedule period.
- of(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
-
Obtains an instance from the specified name.
- of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.swap.NotionalExchange
-
Obtains an instance from the amount and date.
- of(Payment) - Static method in class com.opengamma.strata.product.swap.NotionalExchange
-
Obtains an instance from the payment.
- of(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Obtains an instance with a single amount that does not change over time.
- of(Currency, double) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Obtains an instance with a single amount that does not change over time.
- of(Currency, ValueSchedule) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Obtains an instance with a notional amount that can change over time.
- of(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
-
Obtains an instance from the specified name.
- of(OvernightIndex) - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Obtains a rate calculation for the specified index with accrual by compounding.
- of(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
-
Obtains an instance from the specified name.
- of(String) - Static method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod
-
Obtains an instance from the specified name.
- of(ResolvedSwapLeg...) - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Creates a swap from one or more swap legs.
- of(TradeInfo, ResolvedSwap) - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
Obtains an instance of a resolved Swap trade.
- of(SwapLeg...) - Static method in class com.opengamma.strata.product.swap.Swap
-
Creates a swap from one or more swap legs.
- of(List<? extends SwapLeg>) - Static method in class com.opengamma.strata.product.swap.Swap
-
Creates a swap from one or more swap legs.
- of(String) - Static method in interface com.opengamma.strata.product.swap.SwapIndex
-
Obtains an instance from the specified unique name.
- of(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType
-
Obtains an instance from the specified name.
- of(TradeInfo, Swap) - Static method in class com.opengamma.strata.product.swap.SwapTrade
-
Obtains an instance of a Swap trade.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Obtains an instance from the specified unique name.
- of(Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Period, Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Creates a template based on the specified period, tenor and convention.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Obtains an instance from the specified unique name.
- of(Tenor, FixedInflationSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
Creates a template based on the specified tenor and convention.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Obtains an instance from the specified unique name.
- of(Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Period, Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Obtains a template based on the specified period, tenor and convention.
- of(Currency, DayCount, Frequency, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Obtains a convention based on the specified parameters.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Obtains an instance from the specified unique name.
- of(Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Period, Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Obtains a template based on the specified period, tenor and convention.
- of(IborIndex) - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Obtains a convention based on the specified index.
- of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, FixedRateSwapLegConvention, InflationRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, FixedRateSwapLegConvention, OvernightRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, OvernightRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(String, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Obtains a convention based on the specified name and leg conventions.
- of(PriceIndex, Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
- of(PriceIndex, Period, PriceIndexCalculationMethod, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Obtains a convention based on the specified index.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Obtains an instance from the specified unique name.
- of(Tenor, OvernightIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Period, Tenor, OvernightIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
Obtains a template based on the specified period, tenor and convention.
- of(OvernightIndex, Frequency, int) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Obtains a convention based on the specified index, using the 'Compounded' accrual method.
- of(OvernightIndex, Frequency, int, OvernightAccrualMethod) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Creates a convention based on the specified index, specifying the accrual method.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
-
Obtains an instance from the specified unique name.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Obtains an instance from the specified unique name.
- of(Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Period, Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Creates a template based on the specified period, tenor and convention.
- of(String) - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Obtains an instance from the specified unique name.
- of(Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Obtains a template based on the specified tenor and convention.
- of(Period, Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Obtains a template based on the specified period, tenor and convention.
- of(LocalDate, CashSwaptionSettlementMethod) - Static method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
-
Obtains an instance from the settlement date and method.
- of(String) - Static method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
-
Obtains an instance from the specified name.
- of(TradeInfo, ResolvedSwaption, Payment) - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
Obtains an instance of a resolved Swaption trade.
- of(TradeInfo, Swaption, Payment) - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Obtains an instance of a Swaption trade with a fixed payment.
- of(TradeInfo, Swaption, AdjustablePayment) - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Obtains an instance of a Swaption trade with an adjustable payment.
- of(String) - Static method in class com.opengamma.strata.product.TradeAttributeType
-
Obtains an instance from the specified name.
- of(LocalDate) - Static method in class com.opengamma.strata.product.TradeInfo
-
Obtains an instance with the specified trade date.
- of(Result<?>, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Creates the result of evaluating a token against an object.
- of(FormatCategory, ValueFormatter<T>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
-
Obtains settings from category and formatter.
- of(LocalDate, List<? extends CalculationTarget>, List<Column>, Results) - Static method in class com.opengamma.strata.report.ReportCalculationResults
-
Obtains an instance from the valuation date, trades, columns and results.
- of(LocalDate, List<? extends CalculationTarget>, List<Column>, Results, CalculationFunctions, ReferenceData) - Static method in class com.opengamma.strata.report.ReportCalculationResults
-
Obtains an instance from the valuation date, trades, columns, results and reference data.
- of(Column...) - Static method in class com.opengamma.strata.report.ReportRequirements
-
Obtains an instance from the columns.
- of(List<Column>) - Static method in class com.opengamma.strata.report.ReportRequirements
-
Obtains an instance from the columns.
- of(ReportCalculationResults, TradeReportTemplate) - Static method in class com.opengamma.strata.report.trade.TradeReport
-
Returns a new trade report.
- ofArrayObjects(int, int, IntFunction<DoubleArray>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with entries filled using a function.
- ofArrays(int, int, IntFunction<double[]>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance with entries filled using a function.
- ofBackwardDifference(double) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Obtains an instance of the finite difference calculator using backward differencing.
- ofBlackVolatility(List<Period>, DoubleArray, ValueType, DoubleMatrix, Double) - Static method in class com.opengamma.strata.pricer.option.RawOptionData
-
Obtains an instance of the raw volatility for shifted Black (log-normal) volatility.
- ofBlackVolatility(List<Period>, DoubleArray, ValueType, DoubleMatrix, DoubleMatrix, Double) - Static method in class com.opengamma.strata.pricer.option.RawOptionData
-
Obtains an instance of the raw data with error for shifted Black (log-normal) volatility.
- ofBus252(HolidayCalendarId) - Static method in interface com.opengamma.strata.basics.date.DayCount
-
Obtains an instance of the 'Bus/252' day count based on a specific calendar.
- ofBusinessDays(int, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains an instance that can adjust a date by a specific number of business days.
- ofBusinessDays(int, HolidayCalendarId, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains an instance that can adjust a date by a specific number of business days.
- ofBuy(boolean) - Static method in enum com.opengamma.strata.product.common.BuySell
-
Converts a boolean "is buy" flag to the enum value.
- ofCalendarDays(int) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains an instance that can adjust a date by a specific number of calendar days.
- ofCalendarDays(int, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Obtains an instance that can adjust a date by a specific number of calendar days.
- ofCentralDifference(double) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Obtains an instance of the finite difference calculator using central differencing.
- ofChildren(String, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement
-
Obtains an instance with children and no attributes.
- ofChildren(String, Map<String, String>, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement
-
Obtains an instance with children and attributes.
- ofClasspath(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a fully qualified resource name.
- ofClasspath(Class<?>, String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource locator for a classpath resource which is associated with a class.
- ofClasspathUrl(URL) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a URL.
- ofContent(String) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSource from a text variable, specified as a
String object.
- ofContent(byte[]) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSource from a text variable, specified as a byte array.
- ofContent(byte[], Charset) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSource from a text variable, specified as a byte array.
- ofContent(String, String) - Static method in class com.opengamma.strata.collect.io.XmlElement
-
Obtains an instance with content and no attributes.
- ofContent(String, Map<String, String>, String) - Static method in class com.opengamma.strata.collect.io.XmlElement
-
Obtains an instance with content and attributes.
- ofCurrencyMinorUnit(Currency) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
-
Obtains an instance from the currency.
- ofCurves(CurveGroupDefinition, Curve...) - Static method in class com.opengamma.strata.market.curve.CurveGroup
-
Creates a curve group using a curve group definition and some existing curves.
- ofCurves(CurveGroupDefinition, Collection<? extends Curve>) - Static method in class com.opengamma.strata.market.curve.CurveGroup
-
Creates a curve group using a curve group definition and a list of existing curves.
- ofDaily(int) - Static method in class com.opengamma.strata.product.etd.EtdVariant
-
The standard daily ETD.
- ofDayOfMonth(int) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Obtains an instance from the day-of-month.
- ofDayOfWeek(DayOfWeek) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Obtains an instance from the day-of-week.
- ofDays(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance backed by a period of days.
- ofDays(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance backed by a period of days.
- ofDaysInResetPeriod(IborIndexObservation, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Creates a IborAveragedFixing from the fixing date, calculating the weight
from the number of days in the reset period.
- ofDaysInResetPeriod(IborIndexObservation, LocalDate, LocalDate, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Creates a IborAveragedFixing from the fixing date, calculating the weight
from the number of days in the reset period.
- ofDecimalPlaces(int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
-
Obtains an instance that rounds to the specified number of decimal places.
- ofDecimalPlaces(int) - Static method in interface com.opengamma.strata.basics.value.Rounding
-
Obtains an instance that rounds to the specified number of decimal places.
- ofDeltaAmount(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains an instance specifying an amount to add to the base value.
- ofDeltaMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains an instance specifying a multiplication factor, adding it to the base value.
- ofFile(File) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSource from a file object, specified as a
File.
- ofFile(File, Charset) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSource from a file object, specified as a
File.
- ofFile(File) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a File.
- ofFileName(String) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSource from a file name, specified as a String.
- ofFileName(String, Charset) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSource from a file name, specified as a String.
- ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Obtains an instance with zero shift and constant beta.
- ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Obtains an instance with constant beta and shift.
- ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Obtains an instance with fixed beta and nonzero shift.
- ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Obtains an instance with fixed beta and zero shift.
- ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Obtains an instance with fixed beta, nonzero shift and initial values.
- ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Obtains an instance with fixed beta, zero shift and initial values.
- ofFixedRate(double) - Static method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
Obtains an instance with a single fixed rate.
- ofFixedRate(double) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Obtains an instance with a single fixed rate.
- ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Obtains an instance with zero shift and constant beta.
- ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Obtains an instance with constant beta and shift.
- ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Obtains an instance with fixed rho and nonzero shift.
- ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Obtains an instance with fixed rho and zero shift.
- ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Obtains an instance with fixed rho, nonzero shift and initial values.
- ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Obtains an instance with fixed rho, zero shift and initial values.
- ofFlexFuture(int, EtdSettlementType) - Static method in class com.opengamma.strata.product.etd.EtdVariant
-
The standard monthly ETD.
- ofFlexOption(int, EtdSettlementType, EtdOptionType) - Static method in class com.opengamma.strata.product.etd.EtdVariant
-
The standard monthly ETD.
- ofForecastValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
-
Creates a CashFlow representing a single cash flow from
payment date, forecast value and discount factor.
- ofForecastValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
-
Creates a CashFlow representing a single cash flow from payment date, forecast value amount,
discount factor and currency.
- ofForwardDifference(double) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
-
Obtains an instance of the finite difference calculator using forward differencing.
- ofForwardPoints(CurrencyAmount, FxRate, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSwap
-
Creates an FxSwap using forward points.
- ofForwardPoints(CurrencyAmount, FxRate, double, LocalDate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSwap
-
Creates an FxSwap using forward points, specifying a date adjustment.
- ofForwardPoints(CurrencyAmount, Currency, double, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
Creates a ResolvedFxSwap using forward points.
- ofFractionalDecimalPlaces(int, int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
-
Obtains an instance from the number of decimal places and fraction.
- ofFractionalDecimalPlaces(int, int) - Static method in interface com.opengamma.strata.basics.value.Rounding
-
Obtains an instance from the number of decimal places and fraction.
- ofIborInterpolatedRate(IborIndex, IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Obtains an instance with linear interpolation of two floating rates.
- ofIborRate(IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Obtains an instance with a single floating rate.
- ofId(MarketDataId<T>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter
-
Obtains a filter that matches the specified identifier.
- ofIdType(Class<? extends MarketDataId<T>>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter
-
Obtains a filter that matches any value with the specified identifier type.
- ofKnownAmount(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
Obtains an instance with a known amount of interest.
- ofKnownAmount(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Obtains an instance with a known amount of interest.
- ofLastBusinessDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Obtains an instance that can adjust a date by the specified period using the
last business day of month convention.
- ofLastBusinessDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Obtains an instance that can adjust a date by the specified tenor using the
last business day of month convention.
- ofLastDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Obtains an instance that can adjust a date by the specified period using the
last day of month convention.
- ofLastDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Obtains an instance that can adjust a date by the specified tenor using the
last day of month convention.
- ofLeastSquare(IborCapletFloorletVolatilities, double) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
-
Obtains an instance of least square result.
- ofLong(boolean) - Static method in enum com.opengamma.strata.product.common.LongShort
-
Converts a boolean "is long" flag to the enum value.
- ofLongShort(EtdFutureSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Obtains an instance from the security, long quantity and short quantity.
- ofLongShort(PositionInfo, EtdFutureSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Obtains an instance from position information, security, long quantity and short quantity.
- ofLongShort(EtdOptionSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Obtains an instance from the security, long quantity and short quantity.
- ofLongShort(PositionInfo, EtdOptionSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Obtains an instance from position information, security, long quantity and short quantity.
- ofLongShort(GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
-
Obtains an instance from the security, long quantity and short quantity.
- ofLongShort(PositionInfo, GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
-
Obtains an instance from position information, security, long quantity and short quantity.
- ofLongShort(SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityPosition
-
Obtains an instance from the security identifier, long quantity and short quantity.
- ofLongShort(PositionInfo, SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityPosition
-
Obtains an instance from position information, security identifier, long quantity and short quantity.
- ofManualToString(Class<T>) - Static method in class com.opengamma.strata.collect.named.EnumNames
-
Creates an instance where the toString method is written manually.
- ofMappings(List<? extends PerturbationMapping<?>>) - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
Returns a scenario definition containing the perturbations in mappings.
- ofMappings(PerturbationMapping<?>...) - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
Returns a scenario definition containing the perturbations in mappings.
- ofMappings(List<? extends PerturbationMapping<?>>, List<String>) - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
Returns a scenario definition containing the perturbations in mappings.
- ofMatrix() - Static method in interface com.opengamma.strata.measure.rate.FxRateLookup
-
Obtains an instance that uses an FX matrix.
- ofMatrix(FxMatrixId) - Static method in interface com.opengamma.strata.measure.rate.FxRateLookup
-
Obtains an instance that uses an FX matrix.
- ofMonthly() - Static method in class com.opengamma.strata.product.etd.EtdVariant
-
The standard monthly ETD.
- ofMonths(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance backed by a period of months.
- ofMonths(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance backed by a period of months.
- ofMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains an instance specifying a multiplication factor to apply to the base value.
- ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.CalculationRunner
-
Creates a standard multi-threaded calculation runner capable of performing calculations.
- ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
-
Creates a standard multi-threaded calculation task runner capable of performing calculations.
- ofName(MarketDataName<T>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter
-
Obtains a filter that matches the specified name.
- ofNet(EtdFutureSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Obtains an instance from the security and net quantity.
- ofNet(PositionInfo, EtdFutureSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Obtains an instance from position information, security and net quantity.
- ofNet(EtdOptionSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Obtains an instance from the security and net quantity.
- ofNet(PositionInfo, EtdOptionSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Obtains an instance from position information, security and net quantity.
- ofNet(GenericSecurity, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
-
Obtains an instance from the security and net quantity.
- ofNet(PositionInfo, GenericSecurity, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
-
Obtains an instance from position information, security and net quantity.
- ofNet(SecurityId, double) - Static method in class com.opengamma.strata.product.SecurityPosition
-
Obtains an instance from the security identifier and net quantity.
- ofNet(PositionInfo, SecurityId, double) - Static method in class com.opengamma.strata.product.SecurityPosition
-
Obtains an instance from position information, security identifier and net quantity.
- ofNullable(R, FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
-
Returns a success result containing the value if it is non-null, else returns a failure result
with the specified reason and message.
- ofNullable(R) - Static method in class com.opengamma.strata.collect.result.Result
-
Returns a success result containing the value if it is non-null, else returns a failure result
with a reason of
FailureReason.MISSING_DATA and message to say an unexpected null was found.
- ofPair(Pair<Double, Double>) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Obtains an instance from a Pair.
- ofPair(Pair<Integer, Double>) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Obtains an instance from a Pair.
- ofPair(Pair<Long, Double>) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Obtains an instance from a Pair.
- ofPair(Pair<A, Double>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Obtains an instance from a Pair.
- ofPair(Pair<A, Integer>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Obtains an instance from a Pair.
- ofParSpread(CdsTemplate, ObservableId, StandardId, List<StandardId>) - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Returns a curve node with par spread convention.
- ofParSpread(CdsTemplate, ObservableId, StandardId) - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Returns a curve node with par spread convention.
- ofPath(Path) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSource from a file path, specified as a
Path.
- ofPath(Path, Charset) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSource from a file path, specified as a
Path.
- ofPath(Path) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a Path.
- ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount to be paid where the date is fixed.
- ofPay(CurrencyAmount, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount to be paid where the date is adjustable.
- ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Obtains an instance representing an amount to be paid.
- ofPay(boolean) - Static method in enum com.opengamma.strata.product.common.PayReceive
-
Converts a boolean "is pay" flag to the enum value.
- ofPeriod(OvernightIndexObservation, LocalDate, double) - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Obtains an instance for a period observation of the index from the observation
and sensitivity value.
- ofPeriod(OvernightIndexObservation, LocalDate, Currency, double) - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
Obtains an instance for a period observation of the index from the observation
and sensitivity value, specifying the currency of the value.
- ofPointsUpfront(CdsTemplate, ObservableId, StandardId, List<StandardId>, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Returns a curve node with points upfront convention.
- ofPointsUpfront(CdsTemplate, ObservableId, StandardId, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Returns a curve node with points upfront convention.
- ofPresentValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
-
Creates a CashFlow representing a single cash flow from
payment date, present value and discount factor.
- ofPresentValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
-
Creates a CashFlow representing a single cash flow from payment date, present value amount,
discount factor and currency.
- ofPut(boolean) - Static method in enum com.opengamma.strata.product.common.PutCall
-
Converts a boolean "is put" flag to the enum value.
- ofQuotedSpread(CdsTemplate, ObservableId, StandardId, List<StandardId>, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Returns a curve node with quoted spread convention.
- ofQuotedSpread(CdsTemplate, ObservableId, StandardId, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Returns a curve node with quoted spread convention.
- ofRates() - Static method in interface com.opengamma.strata.measure.rate.FxRateLookup
-
Obtains the standard instance.
- ofRates(ObservableSource) - Static method in interface com.opengamma.strata.measure.rate.FxRateLookup
-
Obtains the standard instance.
- ofRates(Currency) - Static method in interface com.opengamma.strata.measure.rate.FxRateLookup
-
Obtains an instance that uses triangulation on the specified currency.
- ofRates(Currency, ObservableSource) - Static method in interface com.opengamma.strata.measure.rate.FxRateLookup
-
Obtains an instance that uses triangulation on the specified currency.
- ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount to be received where the date is fixed.
- ofReceive(CurrencyAmount, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
Obtains an instance representing an amount to be received where the date is adjustable.
- ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
-
Obtains an instance representing an amount to be received.
- ofReplace(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
-
Obtains an instance that replaces the base value.
- ofRootFind(IborCapletFloorletVolatilities) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
-
Obtains an instance of root-finding result.
- ofScenarioValue(ScenarioArray<T>) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Obtains an instance containing a scenario market data value with data for multiple scenarios.
- ofScenarioValues(T...) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Obtains an instance containing a scenario market data value with data for multiple scenarios.
- ofScenarioValues(List<T>) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Obtains an instance containing a scenario market data value with data for multiple scenarios.
- ofSignedAmount(double) - Static method in enum com.opengamma.strata.product.common.PayReceive
-
Converts a signed amount to the enum value.
- ofSingleValue(T) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Obtains an instance containing a single market data value that is used in all scenarios.
- ofSingleValue(int, T) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray
-
Obtains an instance from a single value where the value applies to all scenarios.
- ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
Obtains an instance of LogMoneyness from the strike and forward.
- ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike
-
Obtains an instance of Moneyness from the strike and forward.
- ofTerm(SchedulePeriod) - Static method in class com.opengamma.strata.basics.schedule.Schedule
-
Obtains a 'Term' instance based on a single period.
- ofUnsafe(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray
-
Obtains an instance by wrapping an array.
- ofUnsafe(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Obtains an instance by wrapping a double[][].
- ofUnsafe(int[]) - Static method in class com.opengamma.strata.collect.array.IntArray
-
Obtains an instance by wrapping an array.
- ofUnsafe(byte[]) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Creates an instance, not copying the array.
- ofUnsorted(SurfaceMetadata, DoubleArray, DoubleArray, DoubleArray, SurfaceInterpolator) - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Creates an interpolated surface with metadata, where the values are not sorted.
- ofUrl(URL) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSource from a URL, specified as a
URL object.
- ofUrl(URL, Charset) - Static method in class com.opengamma.strata.collect.io.CharSources
-
Obtains an instance of
CharSource from an URL, specified as a
URL object.
- ofUrl(URL) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
-
Creates a resource from a URL.
- ofWeekly(int) - Static method in class com.opengamma.strata.product.etd.EtdVariant
-
The standard weekly ETD.
- ofWeeks(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance backed by a period of weeks.
- ofWeeks(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance backed by a period of weeks.
- ofYears(int) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Obtains an instance backed by a period of years.
- ofYears(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Obtains an instance backed by a period of years.
- onClose(Runnable) - Method in class com.opengamma.strata.collect.MapStream
-
- ONE_ONE - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '1/1' day count, which always returns a day count of 1.
- openBufferedStream() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
- openListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
-
Opens a list entry to be populated.
- openStream() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
- optionId(ExchangeId, EtdContractCode, YearMonth, EtdVariant, int, PutCall, double) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
-
Creates an identifier for an ETD future instrument.
- or(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
-
Returns a new predicate that returns true if either predicates returns true.
- or(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
-
Returns a new predicate that returns true if either predicates returns true.
- or(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
-
Returns a new predicate that returns true if either predicates returns true.
- order() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
The meta-property for the order property.
- order() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
-
The meta-property for the order property.
- orderedResources(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
-
Obtains an ordered list of resource locators.
- originalSurface(Surface) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
-
Sets the original surface.
- originalSurface() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
-
The meta-property for the originalSurface property.
- other(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Finds the other currency in the pair.
- outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
The meta-property for the outputCurrencies property.
- outputCurrencies(Set<Currency>) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
-
Sets the currencies used in the calculation results.
- outputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
-
Sets the outputCurrencies property in the builder
from an array of objects.
- outputCurrencies() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
-
The meta-property for the outputCurrencies property.
- OvernightAccrualMethod - Enum in com.opengamma.strata.product.swap
-
The method of accruing interest based on an Overnight index.
- OvernightAveragedRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of a rate from a single Overnight index that is averaged daily.
- OvernightAveragedRateComputation.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for OvernightAveragedRateComputation.
- OvernightAveragedRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for OvernightAveragedRateComputation.
- OvernightCompoundedRateComputation - Class in com.opengamma.strata.product.rate
-
Defines the computation of a rate from a single Overnight index that is compounded daily.
- OvernightCompoundedRateComputation.Builder - Class in com.opengamma.strata.product.rate
-
The bean-builder for OvernightCompoundedRateComputation.
- OvernightCompoundedRateComputation.Meta - Class in com.opengamma.strata.product.rate
-
The meta-bean for OvernightCompoundedRateComputation.
- OvernightIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for Overnight-Ibor swap trades.
- OvernightIborSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard Fixed-Overnight swap conventions.
- OvernightIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is an Overnight-Ibor interest rate swap.
- OvernightIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for OvernightIborSwapCurveNode.
- OvernightIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for OvernightIborSwapCurveNode.
- OvernightIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Overnight-Ibor swap trades.
- OvernightIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for OvernightIborSwapTemplate.
- OvernightIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for OvernightIborSwapTemplate.
- OvernightIndex - Interface in com.opengamma.strata.basics.index
-
An Overnight index, such as Sonia or Eonia.
- overnightIndexCurve(OvernightIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an Overnight index forward curve to the provider.
- overnightIndexCurve(OvernightIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an Overnight index forward curve to the provider with associated time-series.
- OvernightIndexObservation - Class in com.opengamma.strata.basics.index
-
Information about a single observation of an Overnight index.
- OvernightIndexObservation.Builder - Class in com.opengamma.strata.basics.index
-
The bean-builder for OvernightIndexObservation.
- OvernightIndexObservation.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for OvernightIndexObservation.
- overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- OvernightIndexRates - Interface in com.opengamma.strata.pricer.rate
-
Provides access to rates for an Overnight index.
- overnightIndexRates(OvernightIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the rates for an Overnight index.
- OvernightIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard Overnight rate indices.
- overnightLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
-
Sets the market convention of the floating leg.
- overnightLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
-
The meta-property for the overnightLeg property.
- OvernightRateCalculation - Class in com.opengamma.strata.product.swap
-
Defines the calculation of a floating rate swap leg based on an Overnight index.
- OvernightRateCalculation.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for OvernightRateCalculation.
- OvernightRateCalculation.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for OvernightRateCalculation.
- OvernightRateSensitivity - Class in com.opengamma.strata.pricer.rate
-
Point sensitivity to a rate from an Overnight index curve.
- OvernightRateSensitivity.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for OvernightRateSensitivity.
- OvernightRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
-
A market convention for the floating leg of rate swap trades based on an Overnight index.
- OvernightRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for OvernightRateSwapLegConvention.
- OvernightRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for OvernightRateSwapLegConvention.
- overrideStartDate(AdjustableDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional start date of the first schedule period, overriding normal schedule generation.
- overrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the overrideStartDate property.
- overrideWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet
-
Overrides this property set with another.
- P12M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 12 months (1 year).
- P13W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 13 weeks (91 days).
- P1D - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of one day.
- P1M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 1 month.
- P1W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 1 week (7 days).
- P26W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 26 weeks (182 days).
- P2M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 2 months.
- P2W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 2 weeks (14 days).
- P3M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 3 months.
- P4M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 4 months.
- P4W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 4 weeks (28 days).
- P52W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 52 weeks (364 days).
- P6M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency of 6 months.
- pair() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
The meta-property for the pair property.
- Pair<A,B> - Class in com.opengamma.strata.collect.tuple
-
An immutable pair consisting of two elements.
- pair() - Method in class com.opengamma.strata.data.FxRateId.Meta
-
The meta-property for the pair property.
- pair() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
-
The meta-property for the pair property.
- Pair.Meta<A,B> - Class in com.opengamma.strata.collect.tuple
-
The meta-bean for Pair.
- pairsToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
-
Creates a Collector that allows a collection of pairs each containing
a currency pair and a rate to be streamed and collected into a new FxMatrix.
- pairsToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map
from a stream containing pairs.
- PAR_RATE - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the par rate of the calculation target.
- PAR_SPREAD - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the par spread of the calculation target.
- PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
The par spread instance, which is the default used in curve calibration.
- parallel() - Method in class com.opengamma.strata.collect.MapStream
-
- parallelCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.AnalyticSpreadSensitivityCalculator
-
- parallelCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.FiniteDifferenceSpreadSensitivityCalculator
-
- parallelCs01(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Computes parallel CS01 for CDS.
- parallelCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Computes parallel CS01 for CDS.
- parallelCs01(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Computes parallel CS01 for CDS index using a single credit curve.
- parallelCs01(ResolvedCdsIndexTrade, List<ResolvedCdsIndexTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Computes parallel CS01 for CDS index using a single credit curve.
- parallelSensitivity(CurrencyParameterSensitivities, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionRawDataSensitivityCalculator
-
Calculates the raw data sensitivities from SABR parameter sensitivity.
- ParallelShiftedCurve - Class in com.opengamma.strata.market.curve
-
A curve with a parallel shift applied to its y-values.
- ParallelShiftedCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for ParallelShiftedCurve.
- parameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
The meta-property for the parameterCount property.
- parameterCount() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
-
The meta-property for the parameterCount property.
- parameterCurveNodes(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the nodes of SABR parameter curves.
- parameterCurveNodes(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the parameterCurveNodes property in the builder
from an array of objects.
- parameterCurveNodes() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the parameterCurveNodes property.
- ParameterizedData - Interface in com.opengamma.strata.market.param
-
An abstraction of market data in terms of a number of arbitrary double parameters.
- ParameterizedDataCombiner - Class in com.opengamma.strata.market.param
-
Helper that can be used to combine two or more underlying instances of ParameterizedData.
- ParameterizedFunctionalCurve - Class in com.opengamma.strata.market.curve
-
A curve based on a parameterized function.
- ParameterizedFunctionalCurve.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for ParameterizedFunctionalCurve.
- ParameterizedFunctionalCurve.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for ParameterizedFunctionalCurve.
- ParameterizedFunctionalCurveDefinition - Class in com.opengamma.strata.market.curve
-
Provides the definition of how to calibrate a parameterized functional curve.
- ParameterizedFunctionalCurveDefinition.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for ParameterizedFunctionalCurveDefinition.
- ParameterizedFunctionalCurveDefinition.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for ParameterizedFunctionalCurveDefinition.
- parameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
The meta-property for the parameterMetadata property.
- parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the parameter-level metadata.
- parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
-
Sets the parameter-level metadata.
- parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the parameter metadata of the curve, defaulted to empty metadata instances.
- parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the parameterMetadata property in the builder
from an array of objects.
- parameterMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
The meta-property for the parameterMetadata property.
- parameterMetadata() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
-
The meta-property for the parameterMetadata property.
- parameterMetadata() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
-
The meta-property for the parameterMetadata property.
- ParameterMetadata - Interface in com.opengamma.strata.market.param
-
Information about a single parameter.
- parameterMetadata() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
-
The meta-property for the parameterMetadata property.
- parameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
The meta-property for the parameterMetadata property.
- parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
-
Sets the parameter-level metadata.
- parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
-
Sets the parameter-level metadata.
- ParameterPerturbation - Interface in com.opengamma.strata.market.param
-
A function interface that allows a single parameter to be perturbed.
- parameters() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
The meta-property for the parameters property.
- parameters(CalculationParameters) - Method in class com.opengamma.strata.calc.Column.Builder
-
Sets the calculation parameters that apply to this column, used to control the how the calculation is performed.
- parameters() - Method in class com.opengamma.strata.calc.Column.Meta
-
The meta-property for the parameters property.
- parameters(DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
-
Sets the array of parameters for the curve function.
- parameters() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
-
The meta-property for the parameters property.
- parameters(SabrParameters) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
Sets the SABR model parameters.
- parameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
-
The meta-property for the parameters property.
- parameters() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
-
The meta-property for the parameters property.
- parameters(SabrInterestRateParameters) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
Sets the SABR model parameters.
- parameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
The meta-property for the parameters property.
- parameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
-
- parameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator
-
Computes the sensitivity of the y-value with respect to the curve parameters.
- parameterSensitivity(double, double) - Method in interface com.opengamma.strata.market.surface.interpolator.BoundSurfaceInterpolator
-
Computes the sensitivity of the x-y-value with respect to the surface parameters.
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
- parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
- parameterSensitivity(IssuerCurveZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
Calculates the curve parameter sensitivity from the point sensitivity.
- parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
-
Computes the parameter sensitivity.
- parameterSensitivity(RepoCurveZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
Calculates the curve parameter sensitivity from the point sensitivity.
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
- parameterSensitivity(ZeroRateSensitivity) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
Calculates the parameter sensitivity from the point sensitivity.
- parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
-
Computes the parameter sensitivity.
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
-
- parameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
- parameterSensitivity(CreditCurveZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Calculates the parameter sensitivity from the point sensitivity.
- parameterSensitivity(ZeroRateSensitivity) - Method in interface com.opengamma.strata.pricer.DiscountFactors
-
Calculates the parameter sensitivity from the point sensitivity.
- parameterSensitivity(FxForwardSensitivity) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
- parameterSensitivity(FxIndexSensitivity) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
- parameterSensitivity(FxForwardSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
-
Calculates the parameter sensitivity from the point sensitivity.
- parameterSensitivity(FxIndexSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
-
Calculates the parameter sensitivity from the point sensitivity.
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
- parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
- parameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
- parameterSensitivity(OvernightRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
- parameterSensitivity(IborRateSensitivity) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
-
Calculates the parameter sensitivity from the point sensitivity.
- parameterSensitivity(OvernightRateSensitivity) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Calculates the parameter sensitivity from the point sensitivity.
- parameterSensitivity(InflationRateSensitivity) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
-
Calculates the parameter sensitivity from the point sensitivity.
- parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Computes the parameter sensitivity.
- parameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
- parameterSensitivity(InflationRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
- parameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the parameter sensitivity.
- parameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
- parameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
- ParameterSize - Class in com.opengamma.strata.market.param
-
The market data name and the associated number of parameters.
- ParameterSize.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for ParameterSize.
- parameterSplit() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
-
The meta-property for the parameterSplit property.
- parameterSplit() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
-
The meta-property for the parameterSplit property.
- parRate(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates par rate across one or more scenarios.
- parRate(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates par rate for a single set of market data.
- parRate(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates par rate across one or more scenarios.
- parRate(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates par rate for a single set of market data.
- parRate(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates par rate across one or more scenarios.
- parRate(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates par rate for a single set of market data.
- parRate(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the deposit fair rate given the start and end time and the accrual factor.
- parRate(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the deposit fair rate given the start and end time and the accrual factor.
- parRate(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the deposit fair rate given the start and end time and the accrual factor.
- parRate(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Calculates the deposit fair rate given the start and end time and the accrual factor.
- parRate(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the par rate of the FRA product.
- parRate(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the par rate of the FRA trade.
- parRate(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Calculates the par rate of the Ibor future product.
- parRate(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Computes the par rate for swaps with a fixed leg.
- parRate(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the par rate of the swap trade.
- parRateSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the deposit fair rate sensitivity to the curves.
- parRateSensitivity(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the deposit fair rate sensitivity to the curves.
- parRateSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the par rate curve sensitivity.
- parRateSensitivity(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Calculates the par rate curve sensitivity.
- parRateSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the par rate curve sensitivity of the FRA product.
- parRateSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the par rate curve sensitivity of the FRA trade.
- parRateSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the par rate curve sensitivity for a swap with a fixed leg.
- parRateSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the par rate curve sensitivity of the swap trade.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.Currency
-
Parses a string to obtain a Currency.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Parses the string to produce a CurrencyAmount.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Parses a currency pair from a string with format AAA/BBB.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.FxRate
-
Parses a rate from a string with format AAA/BBB RATE.
- parse(String) - Static method in class com.opengamma.strata.basics.currency.Money
-
Parses the string to produce a
Money.
- parse(String) - Static method in class com.opengamma.strata.basics.date.Tenor
-
Parses a formatted string representing the tenor.
- parse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex
-
Parses a string, handling different types of index.
- parse(String, Tenor) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex
-
Parses a string, handling different types of index, optionally specifying a tenor for Ibor.
- parse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Parses a string, with extended handling of indices.
- parse(String) - Static method in class com.opengamma.strata.basics.location.Country
-
Parses a string to obtain a Country.
- parse(String) - Static method in class com.opengamma.strata.basics.schedule.Frequency
-
Parses a formatted string representing the frequency.
- parse(String) - Static method in class com.opengamma.strata.basics.StandardId
-
Parses an StandardId from a formatted scheme and value.
- parse(String) - Method in class com.opengamma.strata.collect.named.EnumNames
-
Parses the standard external name for an enum.
- parse(String) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Parses a DoublesPair from the standard string format.
- parse(String) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Parses an IntDoublePair from the standard string format.
- parse(String) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Parses a LongDoublePair from the standard string format.
- parse(Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader
-
Parses one or more CSV format fixing series files.
- parse(Predicate<LocalDate>, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
-
Parses one or more CSV format FX rate files.
- parse(Predicate<LocalDate>, CharSource, CharSource, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.LegalEntityRatesCurvesCsvLoader
-
Parses one or more CSV format curve files for all available dates.
- parse(Collection<CharSource>) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader
-
Parses one or more CSV format position files.
- parse(Collection<CharSource>, Class<T>) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader
-
Parses one or more CSV format position files.
- parse(Predicate<LocalDate>, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
-
Parses one or more CSV format quote files.
- parse(CharSource, CharSource, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader
-
Parses one or more CSV format curve calibration files.
- parse(Predicate<LocalDate>, CharSource, CharSource, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
-
Parses one or more CSV format curve files for all available dates.
- parse(Collection<CharSource>) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader
-
Parses one or more CSV format trade files.
- parse(Collection<CharSource>, Class<T>) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader
-
Parses one or more CSV format trade files.
- parse(String) - Static method in class com.opengamma.strata.product.etd.EtdContractSpecId
-
Parses an StandardId from a formatted scheme and value.
- parse(String) - Static method in class com.opengamma.strata.product.SecurityId
-
Parses an StandardId from a formatted scheme and value.
- parseAdjustableDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'AdjustableDate' or 'AdjustableDate2' to an AdjustableDate.
- parseAdjustedRelativeDateOffset(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'AdjustedRelativeDateOffset' to a resolved LocalDate.
- parseBoolean(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses a boolean from the input string.
- parseBusinessCenter(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'BusinessCenter' to a HolidayCalendar.
- parseBusinessCenters(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'BusinessCentersOrReference.model' to a HolidayCalendar.
- parseBusinessDayAdjustments(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'BusinessDayAdjustments' to a BusinessDayAdjustment.
- parseBuyerSeller(XmlElement, TradeInfoBuilder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'BuyerSeller.model' to a BuySell.
- parseBuySell(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses buy/sell from the input string.
- parseCurrency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'Currency' to a Currency.
- parseCurrencyAmount(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'Money' to a CurrencyAmount.
- parseCurveGroupDefinitions(CharSource) - Static method in class com.opengamma.strata.loader.csv.CurveGroupDefinitionCsvLoader
-
Parses the curve groups definition CSV file.
- parseDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'date' to a LocalDate.
- parseDate(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses a date from the input string.
- parseDayCountFraction(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'DayCountFraction' to a DayCount.
- parseDecimal(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'decimal' to a double.
- parseDouble(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses a double from the input string.
- parseDoublePercent(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses a double from the input string, converting it from a percentage to a decimal values.
- parseEtdContractSpec(CsvRow, EtdType) - Method in interface com.opengamma.strata.loader.csv.CsvInfoResolver
-
Parses the contract specification from the row.
- parseFrequency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML frequency to a Frequency.
- parseIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'FloatingRateIndex.model' to an Index.
- parseIndexes(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'FloatingRateIndex' with multiple tenors to an Index.
- parseIndexTenor(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'FloatingRateIndex' tenor to a Tenor.
- parseInteger(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses an integer from the input string.
- parsePayerReceiver(XmlElement, TradeInfoBuilder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'PayerReceiver.model' to a PayReceive.
- parsePayReceive(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses pay/receive from the input string.
- parsePeriod(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'Period' to a Period.
- parsePositionInfo(CsvRow, PositionInfoBuilder) - Method in interface com.opengamma.strata.loader.csv.CsvInfoResolver
-
Parses attributes into PositionInfo.
- parsePriceIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'FloatingRateIndex.model' to a PriceIndex.
- parsePutCall(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses put/call from the input string.
- parseRelativeDateOffsetDays(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'RelativeDateOffset' to a DaysAdjustment.
- parseSeasonalityDefinitions(CharSource) - Static method in class com.opengamma.strata.loader.csv.SeasonalityDefinitionCsvLoader
-
Parses the seasonality definition CSV file.
- parseTime(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Converts an FpML 'hourMinuteTime' to a LocalTime.
- parseTime(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses time from the input string.
- parseToken(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType
-
Parses a string into the corresponding root type.
- parseTrade(FpmlDocument, XmlElement) - Method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
-
Parses a single FpML format trade.
- parseTrade(FpmlDocument, LocalDate, ListMultimap<String, StandardId>) - Method in interface com.opengamma.strata.loader.fpml.FpmlTradeInfoParserPlugin
-
Parses trade information from the FpML document.
- parseTradeInfo(CsvRow, TradeInfoBuilder) - Method in interface com.opengamma.strata.loader.csv.CsvInfoResolver
-
Parses attributes into TradeInfo.
- parseTradeInfo(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
-
Parses the trade header element.
- parseTrades(ByteSource) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Parses FpML from the specified source, extracting the trades.
- parseTrades(XmlElement, Map<String, XmlElement>) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
-
Parses the FpML document extracting the trades.
- parseWithSeasonality(CharSource, CharSource, CharSource, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader
-
Parses one or more CSV format curve calibration files with seasonality.
- parseYearMonth(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
-
Parses a year-month from the input string.
- parSpread(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates par spread across one or more scenarios.
- parSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates par spread for a single set of market data.
- parSpread(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates par spread across one or more scenarios.
- parSpread(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates par spread for a single set of market data.
- parSpread(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates par spread across one or more scenarios.
- parSpread(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates par spread for a single set of market data.
- parSpread(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates par spread across one or more scenarios.
- parSpread(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates par spread for a single set of market data.
- parSpread(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates par spread across one or more scenarios.
- parSpread(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates par spread for a single set of market data.
- parSpread(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates par spread across one or more scenarios.
- parSpread(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates par spread for a single set of market data.
- parSpread(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates par spread across one or more scenarios.
- parSpread(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates par spread for a single set of market data.
- parSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the par spread of the bond future trade.
- parSpread(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the par spread of the CDS product.
- parSpread(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the par spread of the underlying product.
- parSpread(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Calculates the par spread of the CDS index product.
- parSpread(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the par spread of the underlying product.
- parSpread(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the spread to be added to the deposit rate to have a zero present value.
- parSpread(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the spread to be added to the deposit rate to have a zero present value.
- parSpread(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the spread to be added to the deposit rate to have a zero present value.
- parSpread(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Calculates the spread to be added to the deposit rate to have a zero present value.
- parSpread(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the par spread of the FRA product.
- parSpread(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the par spread of the FRA trade.
- parSpread(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Calculates the par spread.
- parSpread(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Calculates the par spread.
- parSpread(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the par spread.
- parSpread(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
-
Calculates the par spread.
- parSpread(ResolvedIborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the par spread of the Ibor future trade.
- parSpread(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the par spread of the Ibor future trade.
- parSpread(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Computes the par spread for swaps.
- parSpread(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the par spread of the swap trade.
- parSpreadSensitivity(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the par spread sensitivity of the bond future trade.
- parSpreadSensitivity(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the par spread sensitivity of the product.
- parSpreadSensitivity(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the par spread sensitivity of the underling product.
- parSpreadSensitivity(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Calculates the par spread sensitivity of the product.
- parSpreadSensitivity(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the par spread sensitivity of the underling product.
- parSpreadSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the par spread curve sensitivity.
- parSpreadSensitivity(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the par spread curve sensitivity.
- parSpreadSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the par spread curve sensitivity.
- parSpreadSensitivity(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Calculates the par spread curve sensitivity.
- parSpreadSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the par spread curve sensitivity of the FRA product.
- parSpreadSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the par spread curve sensitivity of the FRA trade.
- parSpreadSensitivity(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the par spread sensitivity to the curves.
- parSpreadSensitivity(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
-
Calculates the par spread sensitivity to the curves.
- parSpreadSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the par spread sensitivity of the Ibor future trade.
- parSpreadSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the par spread curve sensitivity for a swap.
- parSpreadSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the par spread curve sensitivity of the swap trade.
- parSpreadSensitivityRates(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the par spread sensitivity of the Ibor future trade.
- parSpreadSensitivityWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the par spread sensitivity of the bond future trade with z-spread.
- parSpreadWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the par spread of the bond future trade with z-spread.
- partition(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Partition the time-series into a pair of distinct series using a predicate.
- partitionByValue(DoublePredicate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Partition the time-series into a pair of distinct series using a predicate.
- PAY_OFF_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The pay-off rate, which includes adjustments like weighting, spread and gearing.
- PAY_RECEIVE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
Whether the entry is being paid or received.
- payLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
-
The meta-property for the payLeg property.
- payLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
-
The meta-property for the payLeg property.
- payLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta
-
The meta-property for the payLeg property.
- payLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
-
The meta-property for the payLeg property.
- Payment - Class in com.opengamma.strata.basics.currency
-
A single payment of a known amount on a specific date.
- payment(Payment) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
-
Sets the payment.
- payment() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
-
The meta-property for the payment property.
- payment(Payment) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
-
Sets the payment to be made.
- payment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
-
The meta-property for the payment property.
- payment(Payment) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
-
Sets the payment.
- payment() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
-
The meta-property for the payment property.
- payment(Payment) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
-
Sets the payment.
- payment() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
-
The meta-property for the payment property.
- payment() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
The meta-property for the payment property.
- Payment.Builder - Class in com.opengamma.strata.basics.currency
-
The bean-builder for Payment.
- Payment.Meta - Class in com.opengamma.strata.basics.currency
-
The meta-bean for Payment.
- PAYMENT_CURRENCY - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The currency of the payment.
- PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The payment date, adjusted to be a valid business day if necessary.
- PAYMENT_EVENTS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The list of payment events.
- PAYMENT_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The list of payment periods.
- paymentBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
- paymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the paymentBusinessDayAdjustment property.
- paymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the date that payment occurs.
- paymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the date that payment occurs.
- paymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
Sets the payment date.
- paymentDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
The meta-property for the paymentDate property.
- paymentDate(AdjustableDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the payment date.
- paymentDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the date that payment occurs.
- paymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
Sets the date that the forward settles.
- paymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
The meta-property for the paymentDate property.
- paymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
Sets the date that the forward settles.
- paymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
The meta-property for the paymentDate property.
- paymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
The meta-property for the paymentDate property.
- paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
Sets the date that payment occurs.
- paymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
The meta-property for the paymentDate property.
- paymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
The meta-property for the paymentDateAdjustment property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the offset of payment from the base calculation period date, defaulted to 'None'.
- paymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the offset of payment from the base calculation period date.
- paymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the offset of the payment date from the start date, optional with defaulting getter.
- paymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the offset of payment from the base calculation period date.
- paymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the offset of payment from the base date, optional with defaulting getter.
- paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the offset of payment from the base date, optional with defaulting getter.
- paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
Sets the offset of payment from the base date, optional with defaulting getter.
- paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
The meta-property for the paymentDateOffset property.
- paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the offset of payment from the base date, optional with defaulting getter.
- paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the paymentDateOffset property.
- paymentEvents(List<SwapPaymentEvent>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the additional payment events that are associated with the swap leg.
- paymentEvents(SwapPaymentEvent...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the paymentEvents property in the builder
from an array of objects.
- paymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the paymentEvents property.
- paymentEvents(List<? extends SwapPaymentEvent>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets the payment events that are associated with the swap leg.
- paymentEvents(SwapPaymentEvent...) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets the paymentEvents property in the builder
from an array of objects.
- paymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
The meta-property for the paymentEvents property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
-
Sets the periodic frequency of payments, optional with defaulting getter.
- paymentFrequency() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
-
The meta-property for the paymentFrequency property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the periodic frequency of payments.
- paymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the paymentFrequency property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the periodic frequency of payments.
- paymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the paymentFrequency property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the periodic frequency of payments, optional with defaulting getter.
- paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the paymentFrequency property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the periodic frequency of payments, optional with defaulting getter.
- paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the paymentFrequency property.
- paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the periodic frequency of payments, optional with defaulting getter.
- paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the paymentFrequency property.
- paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the payment on default.
- paymentOnDefault() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the paymentOnDefault property.
- paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the payment on default.
- paymentOnDefault() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the paymentOnDefault property.
- PaymentOnDefault - Enum in com.opengamma.strata.product.credit
-
The payment on default.
- paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the payment on default.
- paymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the paymentOnDefault property.
- paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the payment on default.
- paymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the paymentOnDefault property.
- paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the payment on default.
- paymentOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the paymentOnDefault property.
- paymentPeriods(List<CreditCouponPaymentPeriod>) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the periodic payments based on the fixed rate.
- paymentPeriods(CreditCouponPaymentPeriod...) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the paymentPeriods property in the builder
from an array of objects.
- paymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the paymentPeriods property.
- paymentPeriods(List<CreditCouponPaymentPeriod>) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the periodic payments based on the fixed rate.
- paymentPeriods(CreditCouponPaymentPeriod...) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the paymentPeriods property in the builder
from an array of objects.
- paymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the paymentPeriods property.
- paymentPeriods(List<RatePaymentPeriod>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the payment periods that combine to form the swap leg.
- paymentPeriods(RatePaymentPeriod...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets the paymentPeriods property in the builder
from an array of objects.
- paymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the paymentPeriods property.
- paymentPeriods(List<? extends SwapPaymentPeriod>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets the payment periods that combine to form the swap leg.
- paymentPeriods(SwapPaymentPeriod...) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets the paymentPeriods property in the builder
from an array of objects.
- paymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
The meta-property for the paymentPeriods property.
- PaymentRelativeTo - Enum in com.opengamma.strata.product.swap
-
The base date that each payment is made relative to.
- paymentRelativeTo(PaymentRelativeTo) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
Sets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
- paymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
The meta-property for the paymentRelativeTo property.
- paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets the periodic payment schedule.
- paymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the paymentSchedule property.
- paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets the periodic payment schedule.
- paymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the paymentSchedule property.
- paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the payment schedule.
- paymentSchedule() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the paymentSchedule property.
- paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the payment schedule.
- paymentSchedule() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the paymentSchedule property.
- paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
Sets the payment period schedule.
- paymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the paymentSchedule property.
- PaymentSchedule - Class in com.opengamma.strata.product.swap
-
Defines the schedule of payment dates relative to the accrual periods.
- paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
Sets the payment schedule.
- paymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the paymentSchedule property.
- PaymentSchedule.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for PaymentSchedule.
- PaymentSchedule.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for PaymentSchedule.
- payReceive(PayReceive) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
-
The meta-property for the payReceive property.
- PayReceive - Enum in com.opengamma.strata.product.common
-
Flag indicating whether a financial instrument is "pay" or "receive".
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
Sets whether the payment is to be paid or received.
- payReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
The meta-property for the payReceive property.
- payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
Sets whether the leg is pay or receive.
- payReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
The meta-property for the payReceive property.
- PCHIP - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Piecewise cubic Hermite interpolator with monotonicity.
- peek() - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Peeks the next row from the CSV file without changing the iteration position.
- peek(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- PEN - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PEN' - Peruvian Nuevo Sol.
- period(Period) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
Sets the period to be added.
- period() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
The meta-property for the period property.
- period() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
-
The meta-property for the period property.
- PeriodAdditionConvention - Interface in com.opengamma.strata.basics.date
-
A convention defining how a period is added to a date.
- PeriodAdditionConventions - Class in com.opengamma.strata.basics.date
-
Constants and implementations for standard period addition conventions.
- PeriodAdjustment - Class in com.opengamma.strata.basics.date
-
An adjustment that alters a date by adding a period of calendar days, months and years.
- PeriodAdjustment.Builder - Class in com.opengamma.strata.basics.date
-
The bean-builder for PeriodAdjustment.
- PeriodAdjustment.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for PeriodAdjustment.
- periodicPayments(List<CapitalIndexedBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the periodic payments of the product.
- periodicPayments(CapitalIndexedBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the periodicPayments property in the builder
from an array of objects.
- periodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the periodicPayments property.
- periodicPayments(List<FixedCouponBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the periodic payments of the product.
- periodicPayments(FixedCouponBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the periodicPayments property in the builder
from an array of objects.
- periodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the periodicPayments property.
- PeriodicSchedule - Class in com.opengamma.strata.basics.schedule
-
Definition of a periodic schedule.
- PeriodicSchedule.Builder - Class in com.opengamma.strata.basics.schedule
-
The bean-builder for PeriodicSchedule.
- PeriodicSchedule.Meta - Class in com.opengamma.strata.basics.schedule
-
The meta-bean for PeriodicSchedule.
- periodIndex(Integer) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
Sets the index of the schedule period boundary at which the change occurs.
- periodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
The meta-property for the periodIndex property.
- periodRate(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
- periodRate(OvernightIndexObservation, LocalDate) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Gets the historic or forward rate at the specified fixing period.
- periodRatePointSensitivity(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
- periodRatePointSensitivity(OvernightIndexObservation, LocalDate) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
-
Calculates the point sensitivity of the historic or forward rate at the specified fixing period.
- periods(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
Sets the schedule periods.
- periods(SchedulePeriod...) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
Sets the periods property in the builder
from an array of objects.
- periods() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
The meta-property for the periods property.
- periodToEnd(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
Sets the period between the spot value date and the end date.
- periodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
The meta-property for the periodToEnd property.
- periodToFar(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
Sets the period between the spot value date and the far date.
- periodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
The meta-property for the periodToFar property.
- periodToNear(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
Sets the period between the spot value date and the near date.
- periodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
The meta-property for the periodToNear property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
The meta-property for the periodToStart property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
The meta-property for the periodToStart property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
The meta-property for the periodToStart property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
The meta-property for the periodToStart property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
-
The meta-property for the periodToStart property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
The meta-property for the periodToStart property.
- periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
Sets the period between the spot value date and the start date.
- periodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
The meta-property for the periodToStart property.
- perturbation(ScenarioPerturbation<T>) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
-
Sets perturbation that should be applied to market data as part of a scenario.
- perturbation() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
-
The meta-property for the perturbation property.
- PerturbationMapping<T> - Class in com.opengamma.strata.calc.marketdata
-
Contains a market data perturbation and a filter that decides what market data it applies to.
- PerturbationMapping.Builder<T> - Class in com.opengamma.strata.calc.marketdata
-
The bean-builder for PerturbationMapping.
- PerturbationMapping.Meta<T> - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for PerturbationMapping.
- perturbParameter(int, double, ParameterMetadata) - Method in interface com.opengamma.strata.market.param.ParameterPerturbation
-
Applies a perturbation to a single parameter.
- PHP - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PHP' - Philippine Peso.
- PhysicalSwaptionSettlement - Class in com.opengamma.strata.product.swaption
-
Defines the settlement type and settlement method of swaptions.
- PhysicalSwaptionSettlement.Meta - Class in com.opengamma.strata.product.swaption
-
The meta-bean for PhysicalSwaptionSettlement.
- PKR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PKR' - Pakistani Rupee.
- PL - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'PL' = Poland.
- PLN - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'PLN' - Polish Zloty.
- PLN_POLONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The PLONIA index for PLN.
- PLN_WIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 12 month WIBOR index.
- PLN_WIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month WIBOR index.
- PLN_WIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 week WIBOR index.
- PLN_WIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month WIBOR index.
- PLN_WIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month WIBOR index.
- plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the specified amount added.
- plus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with the specified amount added.
- plus(CurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Returns a new array containing the values from this array added to the values in the other array.
- plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Returns a new array containing the values from this array with the values from the amount added.
- plus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount added.
- plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount added.
- plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a copy of this MultiCurrencyAmount with the specified amount added.
- plus(MultiCurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a new array containing the values from this array added to the values in the other array.
- plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a new array containing the values from this array with the values from the amount added.
- plus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance with the specified amount added to each value.
- plus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an instance where each element is the sum of the matching values
in this array and the other array.
- plus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns an instance where each element is the sum of the matching values
in this array and the other matrix.
- plus(int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance with the specified amount added to each value.
- plus(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an instance where each element is the sum of the matching values
in this array and the other array.
- plus(DoubleArray) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Returns an instance with the specified sensitivity array added to the array in this instance.
- plus(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Returns an instance with the specified sensitivity array added to the array in this instance.
- plus(DoubleArray) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Returns an instance with the specified sensitivity array added to the array in this instance.
- plus(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Returns an instance with the specified sensitivity array added to the array in this instance.
- PLWA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Warsaw, Poland, with code 'PLWA'.
- PointSensitivities - Class in com.opengamma.strata.market.sensitivity
-
A collection of point sensitivities.
- PointSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity
-
The meta-bean for PointSensitivities.
- PointSensitivity - Interface in com.opengamma.strata.market.sensitivity
-
Point sensitivity.
- PointSensitivityBuilder - Interface in com.opengamma.strata.market.sensitivity
-
Builder used to create point sensitivities.
- PointShifts - Class in com.opengamma.strata.market.param
-
A perturbation that applies different shifts to specific points in a parameterized data.
- PointShifts.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for PointShifts.
- PointShiftsBuilder - Class in com.opengamma.strata.market.param
-
- pointsUpfront(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
-
Computes the points upfront.
- pointsUpFrontFromQuotedSpread(ResolvedCdsTrade, CdsQuote, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
-
Converts quoted spread to points upfront.
- Position - Interface in com.opengamma.strata.product
-
A position in a security.
- PositionAttributeType<T> - Class in com.opengamma.strata.product
-
The type that provides meaning to a position attribute.
- PositionCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads positions from CSV files.
- PositionInfo - Class in com.opengamma.strata.product
-
Additional information about a position.
- PositionInfo.Meta - Class in com.opengamma.strata.product
-
The meta-bean for PositionInfo.
- PositionInfoBuilder - Class in com.opengamma.strata.product
-
Builder to create PositionInfo.
- PositionTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a trade to produce another object.
- PositionTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator
-
- positive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Returns a copy of this CurrencyAmount with a positive amount.
- PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
-
The 'Preceding' convention which adjusts to the previous business day.
- predicate(CheckedPredicate<T>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the Predicate interface.
- premium(AdjustablePayment) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
Sets the optional premium of the product.
- premium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
The meta-property for the premium property.
- premium(Payment) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
Sets the optional premium of the product.
- premium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
The meta-property for the premium property.
- premium(AdjustablePayment) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
Sets the optional premium of the product.
- premium() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
The meta-property for the premium property.
- premium(Payment) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
Sets the optional premium of the product.
- premium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
The meta-property for the premium property.
- premium(AdjustablePayment) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
-
Sets the premium of the FX option.
- premium() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
-
The meta-property for the premium property.
- premium(AdjustablePayment) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
-
Sets the premium of the FX option.
- premium() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
-
The meta-property for the premium property.
- premium(Payment) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
-
Sets the premium of the FX option.
- premium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
-
The meta-property for the premium property.
- premium(Payment) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
-
Sets the premium of the FX option.
- premium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
-
The meta-property for the premium property.
- premium(Payment) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
Sets the premium of the swaption.
- premium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
The meta-property for the premium property.
- premium(AdjustablePayment) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
Sets the premium of the swaption.
- premium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
The meta-property for the premium property.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets the style of the option premium.
- premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the premiumStyle property.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the style of the option premium.
- premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the premiumStyle property.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
Sets the style of the option premium.
- premiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
The meta-property for the premiumStyle property.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets the style of the option premium.
- premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the premiumStyle property.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the style of the option premium.
- premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the premiumStyle property.
- premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
Sets the style of the option premium.
- premiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
The meta-property for the premiumStyle property.
- PRESENT_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The present value.
- PRESENT_VALUE - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the present value of the calculation target.
- PRESENT_VALUE - Static variable in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
The present value instance, which is the default used in present value sensitivity to market quote stored during
curve calibration.
- presentValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
The meta-property for the presentValue property.
- presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value across one or more scenarios.
- presentValue(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value for a single set of market data.
- presentValue(ResolvedBondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Calculates the present value of the bond future option trade from the current option price.
- presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Calculates the present value of the bond future option trade.
- presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Calculates the present value of the bond future option trade from the underlying future price.
- presentValue(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the present value of the bond future trade.
- presentValue(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Calculates the present value of a single payment period.
- presentValue(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the present value of the bond.
- presentValue(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value of the bond trade.
- presentValue(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
- presentValue(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
-
Calculates the present value of a single fixed coupon payment period.
- presentValue(ResolvedFixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the present value of the fixed coupon bond product.
- presentValue(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value of the fixed coupon bond trade.
- presentValue(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value of the Ibor cap/floor leg.
- presentValue(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value of the Ibor cap/floor product.
- presentValue(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Calculates the present value of the Ibor cap/floor trade.
- presentValue(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
-
Calculates the present value of the Ibor caplet/floorlet period.
- presentValue(ResolvedCmsLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer
-
Computes the present value of CMS leg by simple forward rate estimation.
- presentValue(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer
-
Calculates the present value of the CMS product by simple forward estimation.
- presentValue(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer
-
Calculates the present value of the CMS trade by simple forward estimation.
- presentValue(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Calculates the present value of the CMS leg.
- presentValue(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
-
Computes the present value by replication in SABR framework with extrapolation on the right.
- presentValue(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the present value of the CMS product.
- presentValue(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the present value of the CMS trade.
- presentValue(ResolvedCds, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the present value of the CDS product.
- presentValue(ResolvedCdsTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the present value of the trade.
- presentValue(ResolvedCdsIndex, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Calculates the present value of the CDS index product.
- presentValue(ResolvedCdsIndexTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the present value of the trade.
- presentValue(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the present value of the Ibor fixing deposit product.
- presentValue(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the present value of the Ibor fixing deposit trade.
- presentValue(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the present value by discounting the final cash flow (nominal + interest)
and the initial payment (initial amount).
- presentValue(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Calculates the present value by discounting the final cash flow (nominal + interest)
and the initial payment (initial amount).
- presentValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the present value of the payment by discounting.
- presentValue(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the present value of the payment by discounting.
- presentValue(ResolvedDsfTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
-
Calculates the present value of the deliverable swap futures trade.
- presentValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the present value of the FRA product.
- presentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the present value of the FRA trade.
- presentValue(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the present value of the NDF product.
- presentValue(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
-
Calculates the present value of the trade.
- presentValue(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Calculates the present value of the FX product by discounting each payment in its own currency.
- presentValue(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Calculates the present value of the trade.
- presentValue(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the present value of the FX swap product.
- presentValue(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
-
Calculates the present value of the trade.
- presentValue(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the present value of the FX barrier option product.
- presentValue(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
-
Calculates the present value of the FX barrier option trade.
- presentValue(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the present value of the foreign exchange vanilla option product.
- presentValue(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
-
Calculates the present value of the FX vanilla option trade.
- presentValue(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Calculates the present value of the FX barrier option product.
- presentValue(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Calculates the present value of the FX barrier option product.
- presentValue(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
-
Calculates the present value of the FX barrier option trade.
- presentValue(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
-
Calculates the present value of the foreign exchange vanilla option product.
- presentValue(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
-
Calculates the present value of the FX vanilla option trade.
- presentValue(ResolvedIborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the present value of the Ibor future trade.
- presentValue(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the present value of the Ibor future trade.
- presentValue(ResolvedIborFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Calculates the present value of the Ibor future option trade from the current option price.
- presentValue(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Calculates the present value of the Ibor future option trade.
- presentValue(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Calculates the present value of the Ibor future option trade from the underlying future price.
- presentValue(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
-
Calculates the present value of the bullet payment trade.
- presentValue(ResolvedSwapLeg, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the present value of the swap leg, converted to the specified currency.
- presentValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the present value of the swap leg.
- presentValue(ResolvedSwap, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the present value of the swap product, converted to the specified currency.
- presentValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the present value of the swap product.
- presentValue(ResolvedSwapTrade, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the present value of the swap trade, converted to the specified currency.
- presentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the present value of the swap trade.
- presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
-
Calculates the present value of a single payment event.
- presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Calculates the present value of a single payment period.
- presentValue(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
-
Calculates the present value of the swaption product.
- presentValue(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Calculates the present value of the swaption trade.
- presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value of the swaption.
- presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value of the swaption.
- presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Calculates the present value of the swaption.
- presentValue(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
-
Calculates the present value of the swaption trade.
- presentValueAmount(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the present value of the payment by discounting.
- PresentValueCalibrationMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.curve
-
Provides calibration measures for a single type of trade based on functions.
- presentValueDelta(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value delta of the Ibor cap/floor leg.
- presentValueDelta(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value delta of the Ibor cap/floor product.
- presentValueDelta(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
-
Calculates the present value delta of the Ibor caplet/floorlet period.
- presentValueDelta(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the present value delta of the FX barrier option product.
- presentValueDelta(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the present value delta of the foreign exchange vanilla option product.
- presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value delta of the swaption.
- presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value delta of the swaption.
- presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Calculates the present value delta of the swaption.
- presentValueFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value of the bond trade from the clean price.
- presentValueFromCleanPrice(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value of the fixed coupon bond trade from the clean price of the underlying product.
- presentValueFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value of the settlement of the bond trade from the clean price with z-spread.
- presentValueFromCleanPriceWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value of the fixed coupon bond trade with z-spread from the
clean price of the underlying product.
- presentValueGamma(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value gamma of the Ibor cap/floor leg.
- presentValueGamma(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value gamma of the Ibor cap/floor product.
- presentValueGamma(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
-
Calculates the present value gamma of the Ibor caplet/floorlet period.
- presentValueGamma(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the present value gamma of the FX barrier option product.
- presentValueGamma(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the present value delta of the foreign exchange vanilla option product.
- presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value gamma of the swaption.
- presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value gamma of the swaption.
- presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Calculates the present value gamma of the swaption.
- presentValueOnSettle(ResolvedCdsTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the present value of the underlying product.
- presentValueOnSettle(ResolvedCdsIndexTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the present value of the underlying product.
- presentValueOnSettleSensitivity(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the present value sensitivity of the underlying product.
- presentValueOnSettleSensitivity(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the present value sensitivity of the underlying product.
- presentValueRatesSensitivity(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
- presentValueRatesSensitivity(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
- presentValueSensitivity(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the present value sensitivity of the bond future trade.
- presentValueSensitivity(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Calculates the present value sensitivity of a single payment period.
- presentValueSensitivity(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the present value sensitivity of the bond product.
- presentValueSensitivity(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value sensitivity of the bond trade.
- presentValueSensitivity(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
- presentValueSensitivity(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
-
Calculates the present value sensitivity of a single fixed coupon payment period.
- presentValueSensitivity(ResolvedFixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the present value sensitivity of the fixed coupon bond product.
- presentValueSensitivity(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value sensitivity of the fixed coupon bond trade.
- presentValueSensitivity(ResolvedCmsLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer
-
Calculates the present value curve sensitivity of the CMS leg by simple forward rate estimation.
- presentValueSensitivity(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer
-
Calculates the present value curve sensitivity of the CMS product by simple forward estimation.
- presentValueSensitivity(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer
-
Calculates the present value curve sensitivity of the CMS trade by simple forward estimation.
- presentValueSensitivity(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the present value sensitivity of the product.
- presentValueSensitivity(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the present value sensitivity of the trade.
- presentValueSensitivity(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Calculates the present value sensitivity of the product.
- presentValueSensitivity(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the present value sensitivity of the trade.
- presentValueSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
-
Calculates the present value sensitivity of the Ibor fixing product.
- presentValueSensitivity(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
-
Calculates the present value sensitivity of the Ibor fixing deposit trade.
- presentValueSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
-
Calculates the present value sensitivity by discounting the final cash flow (nominal + interest)
and the initial payment (initial amount).
- presentValueSensitivity(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
-
Calculates the present value sensitivity by discounting the final cash flow (nominal + interest)
and the initial payment (initial amount).
- presentValueSensitivity(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Compute the present value curve sensitivity of the payment.
- presentValueSensitivity(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Compute the present value curve sensitivity of the payment.
- presentValueSensitivity(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
-
Calculates the present value sensitivity of the deliverable swap futures trade.
- presentValueSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
-
Calculates the present value sensitivity of the FRA product.
- presentValueSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
-
Calculates the present value sensitivity of the FRA trade.
- presentValueSensitivity(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
-
Calculates the present value curve sensitivity of the NDF product.
- presentValueSensitivity(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
-
Calculates the present value curve sensitivity of the trade.
- presentValueSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
-
Calculates the present value curve sensitivity of the FX product.
- presentValueSensitivity(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
-
Calculates the present value curve sensitivity of the trade.
- presentValueSensitivity(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
-
Calculates the present value sensitivity of the FX swap product.
- presentValueSensitivity(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
-
Calculates the present value curve sensitivity of the trade.
- presentValueSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the present value sensitivity of the Ibor future trade.
- presentValueSensitivity(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
-
Calculates the present value sensitivity of the bullet payment trade.
- presentValueSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the present value sensitivity of the swap leg.
- presentValueSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the present value sensitivity of the swap product.
- presentValueSensitivity(ResolvedSwap, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
-
Calculates the present value sensitivity of the swap product converted in a given currency.
- presentValueSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
-
Calculates the present value sensitivity of the swap trade.
- presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
-
Calculates the present value sensitivity of a single payment event.
- presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Calculates the present value sensitivity of a single payment period.
- presentValueSensitivityFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value sensitivity of the settlement of the bond trade from the real clean price.
- presentValueSensitivityFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value sensitivity of the settlement of the bond trade from the real clean price
with z-spread.
- presentValueSensitivityModelParamsHullWhite(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
- presentValueSensitivityModelParamsHullWhite(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
- presentValueSensitivityModelParamsHullWhite(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity piecewise constant volatility parameters of the Hull-White model.
- presentValueSensitivityModelParamsSabr(ResolvedIborCapFloorLeg, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorLegPricer
-
Calculates the present value sensitivity to the SABR model parameters of the Ibor cap/floor.
- presentValueSensitivityModelParamsSabr(ResolvedIborCapFloor, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorProductPricer
-
Calculates the present value volatility sensitivity of the Ibor cap/floor product.
- presentValueSensitivityModelParamsSabr(ResolvedIborCapFloorTrade, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorTradePricer
-
Calculates the present value volatility sensitivity of the Ibor cap/floor trade.
- presentValueSensitivityModelParamsSabr(IborCapletFloorletPeriod, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer
-
Calculates the present value sensitivity to the SABR model parameters of the Ibor caplet/floorlet.
- presentValueSensitivityModelParamsSabr(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Calculates the present value sensitivity to the SABR model parameters.
- presentValueSensitivityModelParamsSabr(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
-
Computes the present value sensitivity to SABR parameters by replication in SABR framework with extrapolation on the right.
- presentValueSensitivityModelParamsSabr(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the present value sensitivity to the SABR model parameters.
- presentValueSensitivityModelParamsSabr(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the present value sensitivity to the SABR model parameters.
- presentValueSensitivityModelParamsSabr(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity to the SABR model parameters of the swaption product.
- presentValueSensitivityModelParamsSabr(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity to the SABR model parameters of the swaption product.
- presentValueSensitivityModelParamsSabr(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Calculates the present value sensitivity to the SABR model parameters of the swaption trade.
- presentValueSensitivityModelParamsVolatility(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Computes the present value sensitivity to the Black volatility used in the pricing.
- presentValueSensitivityModelParamsVolatility(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Computes the present value sensitivity to the Black volatility used in the pricing
based on the price of the underlying future.
- presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value volatility sensitivity of the Ibor cap/floor leg.
- presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value volatility sensitivity of the Ibor cap/floor product.
- presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Calculates the present value volatility sensitivity of the Ibor cap/floor product.
- presentValueSensitivityModelParamsVolatility(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
-
Calculates the present value volatility sensitivity of the Ibor caplet/floorlet.
- presentValueSensitivityModelParamsVolatility(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Computes the present value sensitivity to the black volatility used in the pricing.
- presentValueSensitivityModelParamsVolatility(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
-
Computes the present value sensitivity to the black volatility used in the pricing.
- presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Computes the present value sensitivity to the black volatility used in the pricing.
- presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
-
Computes the present value sensitivity to the black volatility used in the pricing.
- presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
-
Computes the present value sensitivity to the black volatilities used in the pricing.
- presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
-
Computes the present value sensitivity to the black volatility used in the pricing.
- presentValueSensitivityModelParamsVolatility(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Computes the present value sensitivity to the normal volatility used in the pricing.
- presentValueSensitivityModelParamsVolatility(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Computes the present value sensitivity to the normal volatility used in the pricing
based on the price of the underlying future.
- presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
-
Calculates the present value sensitivity to the implied volatility of the swaption trade.
- presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
-
Calculates the present value sensitivity to the implied volatility of the swaption trade.
- presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Calculates the present value sensitivity to the implied volatility of the swaption trade.
- presentValueSensitivityModelParamsVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity to the implied volatility of the swaption.
- presentValueSensitivityModelParamsVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value sensitivity to the implied volatility of the swaption.
- presentValueSensitivityModelParamsVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Calculates the present value sensitivity to the implied volatility of the swaption.
- presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
-
Calculates the present value sensitivity to the implied volatility of the swaption trade.
- presentValueSensitivityRates(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Calculates the present value sensitivity of the bond future option trade.
- presentValueSensitivityRates(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value rates sensitivity of the Ibor cap/floor leg.
- presentValueSensitivityRates(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value rates sensitivity of the Ibor cap/floor product.
- presentValueSensitivityRates(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
-
Calculates the present value rates sensitivity of the Ibor cap/floor trade.
- presentValueSensitivityRates(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
-
Calculates the present value rates sensitivity of the Ibor caplet/floorlet.
- presentValueSensitivityRates(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Calculates the present value curve sensitivity of the CMS leg.
- presentValueSensitivityRates(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
-
Computes the present value curve sensitivity by replication in SABR framework with extrapolation on the right.
- presentValueSensitivityRates(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the present value curve sensitivity of the CMS product.
- presentValueSensitivityRates(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the present value curve sensitivity of the CMS trade.
- presentValueSensitivityRates(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
- presentValueSensitivityRates(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
-
- presentValueSensitivityRates(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Calculates the present value sensitivity of the FX barrier option product.
- presentValueSensitivityRates(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Calculates the present value sensitivity of the FX barrier option product.
- presentValueSensitivityRates(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
-
Calculates the present value sensitivity of the FX barrier option trade.
- presentValueSensitivityRates(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the present value sensitivity of the Ibor future trade.
- presentValueSensitivityRates(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Calculates the present value sensitivity of the Ibor future option trade.
- presentValueSensitivityRates(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivityRates(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
-
Calculates the present value sensitivity of the swaption product.
- presentValueSensitivityRatesStickyModel(ResolvedIborCapFloorLeg, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorLegPricer
-
Calculates the present value sensitivity of the Ibor cap/floor leg to the rate curves.
- presentValueSensitivityRatesStickyModel(ResolvedIborCapFloor, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorProductPricer
-
Calculates the present value rates sensitivity of the Ibor cap/floor product.
- presentValueSensitivityRatesStickyModel(ResolvedIborCapFloorTrade, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorTradePricer
-
Calculates the present value rates sensitivity of the Ibor cap/floor trade.
- presentValueSensitivityRatesStickyModel(IborCapletFloorletPeriod, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer
-
Calculates the present value sensitivity of the Ibor caplet/floorlet to the rate curves.
- presentValueSensitivityRatesStickyModel(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity of the swaption product to the rate curves.
- presentValueSensitivityRatesStickyModel(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
-
Calculates the present value sensitivity of the swaption product to the rate curves.
- presentValueSensitivityRatesStickyModel(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Calculates the present value sensitivity of the swaption trade to the rate curves.
- presentValueSensitivityRatesStickyStrike(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the present value sensitivity of the FX barrier option product.
- presentValueSensitivityRatesStickyStrike(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
-
Calculates the present value sensitivity of the FX barrier option trade.
- presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the present value sensitivity of the foreign exchange vanilla option product.
- presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
-
Calculates the present value sensitivity of the FX vanilla option trade.
- presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
-
Calculates the present value sensitivity of the foreign exchange vanilla option product.
- presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
-
Calculates the present value sensitivity of the FX vanilla option trade.
- presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
-
Calculates the present value sensitivity of the swaption trade to the rate curves.
- presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
-
Calculates the present value sensitivity of the swaption trade to the rate curves.
- presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Calculates the present value sensitivity of the swaption trade to the rate curves.
- presentValueSensitivityRatesStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value sensitivity of the swaption to the rate curves.
- presentValueSensitivityRatesStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value sensitivity of the swaption to the rate curves.
- presentValueSensitivityRatesStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Calculates the present value sensitivity of the swaption to the rate curves.
- presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
-
Calculates the present value sensitivity of the swaption to the rate curves.
- presentValueSensitivityStrike(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Calculates the present value sensitivity to the strike value.
- presentValueSensitivityStrike(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
-
Computes the present value sensitivity to strike by replication in SABR framework with extrapolation on the right.
- presentValueSensitivityStrike(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Calculates the present value sensitivity to the strike value.
- presentValueSensitivityStrike(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Calculates the present value sensitivity to the strike value.
- presentValueSensitivityWithSpread(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
-
Calculates the present value sensitivity of a single fixed coupon payment period with z-spread.
- presentValueSensitivityWithSpread(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Compute the present value curve sensitivity of the payment with z-spread.
- presentValueSensitivityWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the present value sensitivity of the bond future trade with z-spread.
- presentValueSensitivityWithZSpread(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Calculates the present value sensitivity of a single payment period with z-spread.
- presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the present value sensitivity of the bond product with z-spread.
- presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value sensitivity of the bond trade with z-spread.
- presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
- presentValueSensitivityWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the present value sensitivity of the fixed coupon bond with z-spread.
- presentValueSensitivityWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value sensitivity of the fixed coupon bond trade with z-spread.
- presentValueTheta(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
-
Calculates the present value theta of the Ibor cap/floor leg.
- presentValueTheta(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
-
Calculates the present value theta of the Ibor cap/floor product.
- presentValueTheta(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
-
Calculates the present value theta of the Ibor caplet/floorlet period.
- presentValueTheta(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the present value theta of the FX barrier option product.
- presentValueTheta(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the present value theta of the foreign exchange vanilla option product.
- presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
-
Calculates the present value of the swaption.
- presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
-
Calculates the present value of the swaption.
- presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
-
Calculates the present value of the swaption.
- presentValueVega(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the present value vega of the foreign exchange vanilla option product.
- presentValueWithSpread(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
-
Calculates the present value of a single fixed coupon payment period with z-spread.
- presentValueWithSpread(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
-
Computes the present value of the payment with z-spread by discounting.
- presentValueWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the present value of the bond future trade with z-spread.
- presentValueWithZSpread(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
-
Calculates the present value of a single payment period with z-spread.
- presentValueWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
-
Calculates the present value of the bond product with z-spread.
- presentValueWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
Calculates the present value of the bond trade with z-spread.
- presentValueWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
-
- presentValueWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
-
Calculates the present value of the fixed coupon bond product with z-spread.
- presentValueWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
-
Calculates the present value of the fixed coupon bond trade with z-spread.
- previous(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Finds the previous business day, always returning an earlier date.
- previous(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- previous(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
-
Calculates the previous date in the sequence after the input date.
- previousOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Finds the previous business day, returning the input date if it is a business day.
- PRICE - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a Price - 'Price'.
- price(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price of the bond future option product.
- price(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price of the bond future option product
based on the price of the underlying future.
- price(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
-
Calculates the price of the bond future option trade.
- price(ResolvedBondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Calculates the price of the bond future product.
- price(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the price of the bond future trade.
- price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- price(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Calculates the price.
- price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
- price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
- price(ResolvedCds, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the price of the CDS product, which is the present value per unit notional.
- price(ResolvedCdsTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the price of the underlying product, which is the present value per unit notional.
- price(ResolvedCdsIndex, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Calculates the price of the CDS index product, which is the minus of the present value per unit notional.
- price(ResolvedCdsIndexTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the price of the underlying product, which is the present value per unit notional.
- price(ResolvedDsf, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer
-
Calculates the price of the deliverable swap futures product.
- price(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
-
Calculates the price of the underlying deliverable swap futures product.
- price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
- price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
- price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
- price(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the price of the FX barrier option product.
- price(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the price of the foreign exchange vanilla option product.
- price(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
-
Calculates the price.
- price(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Calculates the price of the FX barrier option product.
- price(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
-
Calculates the price of the FX barrier option product.
- price(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
-
Calculates the price of the foreign exchange vanilla option product.
- price(ResolvedIborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
-
Calculates the price of the Ibor future product.
- price(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the price of the Ibor future trade.
- price(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Calculates the price of the Ibor future product.
- price(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the price of the Ibor future trade.
- price(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price of the Ibor future option product.
- price(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price of the Ibor future option product
based on the price of the underlying future.
- price(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
-
Calculates the price of the Ibor future option trade.
- price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
- price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
- price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- price(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the price.
- price(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
Sets the clean price at which the bond was traded.
- price() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
Sets the clean price at which the bond was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
Sets the clean price at which the bond was traded.
- price() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
Sets the clean price at which the bond was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
Sets the price that was traded, in decimal form.
- price() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
The meta-property for the price property.
- price(double) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
Sets the price agreed when the trade occurred.
- price() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
The meta-property for the price property.
- PRICE_INDEX - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a price index, as used for inflation products - 'PriceIndex'.
- priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- priceDelta(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Calculates the price delta.
- priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
- priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
- priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
- priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
- priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- priceDelta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the price delta.
- priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- priceGamma(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Calculates the price gamma.
- priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
- priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
- priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
- priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
- priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- priceGamma(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the price gamma.
- PriceIndex - Interface in com.opengamma.strata.basics.index
-
An index of prices.
- PriceIndexCalculationMethod - Enum in com.opengamma.strata.product.swap
-
Reference price index calculation method.
- priceIndexCurve(PriceIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds a Price index forward curve to the provider.
- priceIndexCurve(PriceIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds an index forward curve to the provider with associated time-series.
- PriceIndexObservation - Class in com.opengamma.strata.basics.index
-
Information about a single observation of a Price index.
- PriceIndexObservation.Meta - Class in com.opengamma.strata.basics.index
-
The meta-bean for PriceIndexObservation.
- priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- PriceIndexValues - Interface in com.opengamma.strata.pricer.rate
-
Provides access to the values of a price index.
- priceIndexValues(PriceIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the values for an Price index.
- PriceIndices - Class in com.opengamma.strata.basics.index
-
Constants and implementations for standard price indices.
- priceInfo() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
-
The meta-property for the priceInfo property.
- priceInfo(SecurityPriceInfo) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
-
Sets the information about the security price - currency, tick size, tick value, contract size.
- priceInfo() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
-
The meta-property for the priceInfo property.
- priceInfo(SecurityPriceInfo) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
-
Sets the information about the security price.
- prices(String) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
- prices(CurveName) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
- prices(CurveName, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
- priceSensitivity(ResolvedBondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Calculates the price sensitivity of the bond future product.
- priceSensitivity(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the price sensitivity of the product.
- priceSensitivity(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
-
Calculates the price sensitivity of the underlying product.
- priceSensitivity(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
-
Calculates the price sensitivity of the product.
- priceSensitivity(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
-
Calculates the price sensitivity of the underlying product.
- priceSensitivity(ResolvedDsf, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer
-
Calculates the price sensitivity of the deliverable swap futures product.
- priceSensitivity(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
-
Calculates the price sensitivity of the deliverable swap futures product.
- priceSensitivity(ResolvedIborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
-
Calculates the price sensitivity of the Ibor future product.
- priceSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
-
Calculates the price sensitivity of the Ibor future product.
- priceSensitivityModelParamsHullWhite(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Calculates the price sensitivity to piecewise constant volatility parameters of the Hull-White model.
- priceSensitivityModelParamsVolatility(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option.
- priceSensitivityModelParamsVolatility(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option
based on the price of the underlying future.
- priceSensitivityModelParamsVolatility(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option.
- priceSensitivityModelParamsVolatility(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option
based on the price of the underlying future.
- priceSensitivityRates(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
-
Calculates the price sensitivity of the Ibor future product.
- priceSensitivityRates(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
-
Calculates the price sensitivity of the Ibor future product.
- priceSensitivityRatesStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price sensitivity of the bond future option product based on curves.
- priceSensitivityRatesStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the price sensitivity of the bond future option product based on the price of the underlying future.
- priceSensitivityRatesStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price sensitivity of the Ibor future option product based on curves.
- priceSensitivityRatesStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
-
Calculates the price sensitivity of the Ibor future option product
based on the price of the underlying future.
- priceSensitivityWithZSpread(ResolvedBondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Calculates the price sensitivity of the bond future product with z-spread.
- priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- priceTheta(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Calculates the price theta.
- priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
- priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
- priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
- priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
- priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- priceTheta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the price theta.
- PriceType - Enum in com.opengamma.strata.pricer.common
-
Enumerates the types of price that can be returned.
- priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- priceVega(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
-
Calculates the price vega.
- priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
- priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
- priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
- priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
- priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- priceVega(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the price vega.
- priceWithZSpread(ResolvedBondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
-
Calculates the price of the bond future product with z-spread.
- priceWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
-
Calculates the price of the bond future trade with z-spread.
- PricingException - Exception in com.opengamma.strata.pricer
-
Exception thrown when pricing fails.
- PricingException(String) - Constructor for exception com.opengamma.strata.pricer.PricingException
-
Creates an instance based on a message.
- PricingException(String, Throwable) - Constructor for exception com.opengamma.strata.pricer.PricingException
-
Creates an instance based on a message and cause.
- PRINCIPAL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
-
Measure representing the principal.
- product(BondFutureOption) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
Sets the option that was traded.
- product() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
The meta-property for the product property.
- product(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
Sets the future that was traded.
- product() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
The meta-property for the product property.
- product(CapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
Sets the bond that was traded.
- product() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
The meta-property for the product property.
- product(FixedCouponBond) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
Sets the bond that was traded.
- product() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
The meta-property for the product property.
- product(ResolvedBondFutureOption) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
Sets the option that was traded.
- product() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
The meta-property for the product property.
- product(ResolvedBondFuture) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
Sets the future that was traded.
- product() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
The meta-property for the product property.
- product(ResolvedCapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
Sets the resolved fixed coupon bond product.
- product() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
The meta-property for the product property.
- product(ResolvedFixedCouponBond) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
Sets the bond that was traded.
- product() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
The meta-property for the product property.
- product(IborCapFloor) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
Sets the cap/floor product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
The meta-property for the product property.
- product(ResolvedIborCapFloor) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
Sets the resolved Ibor cap/floor product.
- product() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
The meta-property for the product property.
- product(Cms) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
Sets the CMS product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
The meta-property for the product property.
- product(ResolvedCms) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
Sets the resolved CMS product.
- product() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
The meta-property for the product property.
- product(CdsIndex) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
-
Sets the CDS index product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
-
The meta-property for the product property.
- product(Cds) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
Sets the CDS product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
The meta-property for the product property.
- product(ResolvedCdsIndex) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
-
Sets the resolved CDS index product.
- product() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
-
The meta-property for the product property.
- product(ResolvedCds) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
Sets the resolved CDS product.
- product() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
-
The meta-property for the product property.
- product(IborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
Sets the Ibor fixing deposit product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
The meta-property for the product property.
- product(ResolvedIborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
Sets the resolved Ibor Fixing Deposit product.
- product() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
-
The meta-property for the product property.
- product(ResolvedTermDeposit) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
Sets the resolved Term Deposit product.
- product() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
-
The meta-property for the product property.
- product(TermDeposit) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
Sets the term deposit product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
The meta-property for the product property.
- product(Dsf) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
-
Sets the future that was traded.
- product() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
-
The meta-property for the product property.
- product(ResolvedDsf) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
-
Sets the future that was traded.
- product() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
-
The meta-property for the product property.
- product(Fra) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
Sets the FRA product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
The meta-property for the product property.
- product(ResolvedFra) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
Sets the resolved FRA product.
- product() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
-
The meta-property for the product property.
- product(FxNdf) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
Sets the product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
The meta-property for the product property.
- product(FxSingle) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
Sets the product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
The meta-property for the product property.
- product(FxSwap) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
Sets the FX swap product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
The meta-property for the product property.
- product(ResolvedFxNdf) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
Sets the resolved Non-Deliverable Forward (NDF) product.
- product() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
-
The meta-property for the product property.
- product(ResolvedFxSingle) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
Sets the resolved single FX product.
- product() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
-
The meta-property for the product property.
- product(ResolvedFxSwap) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
Sets the resolved FX swap product.
- product() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
-
The meta-property for the product property.
- product(FxSingleBarrierOption) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
-
Sets the FX option product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
-
The meta-property for the product property.
- product(FxVanillaOption) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
-
Sets the FX option product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
-
The meta-property for the product property.
- product(ResolvedFxSingleBarrierOption) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
-
Sets the resolved barrier FX option product.
- product() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
-
The meta-property for the product property.
- product(ResolvedFxVanillaOption) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
-
Sets the resolved vanilla FX option product.
- product() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
-
The meta-property for the product property.
- product(IborFutureOption) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
Sets the option that was traded.
- product() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
The meta-property for the product property.
- product(IborFuture) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
Sets the future that was traded.
- product() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
The meta-property for the product property.
- product(ResolvedIborFutureOption) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
Sets the option that was traded.
- product() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
The meta-property for the product property.
- product(ResolvedIborFuture) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
Sets the future that was traded.
- product() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
The meta-property for the product property.
- product(BulletPayment) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
Sets the product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
The meta-property for the product property.
- product(ResolvedBulletPayment) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
Sets the resolved bullet payment product.
- product() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
-
The meta-property for the product property.
- Product - Interface in com.opengamma.strata.product
-
The product details of a financial instrument.
- product(ResolvedSwap) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
Sets the resolved Swap product.
- product() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
-
The meta-property for the product property.
- product(Swap) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
Sets the swap product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
The meta-property for the product property.
- product(ResolvedSwaption) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
Sets the resolved Swaption product.
- product() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
The meta-property for the product property.
- product(Swaption) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
Sets the swaption product that was agreed when the trade occurred.
- product() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
The meta-property for the product property.
- PRODUCT_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
-
Product linear extrapolator.
- PRODUCT_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Product linear interpolator.
- PRODUCT_NATURAL_SPLINE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Product natural spline interpolator.
- ProductTrade - Interface in com.opengamma.strata.product
-
A trade that is directly based on a product.
- propagate(Throwable) - Static method in class com.opengamma.strata.collect.Unchecked
-
Propagates throwable as-is if possible, or by wrapping in a RuntimeException if not.
- PropertiesFile - Class in com.opengamma.strata.collect.io
-
A properties file.
- property(String) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
- property(String) - Method in class com.opengamma.strata.collect.array.IntArray
-
- property(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.StandardId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.Column.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.Results.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.FxMatrixId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.FxRateId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveInputsId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurvePointShifts.Meta
-
Deprecated.
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.FxRateShifts.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.IndexQuoteId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.QuoteId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.PointShifts.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.PositionInfo.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
- propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
-
- propertyNames() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
- propertyNames() - Method in class com.opengamma.strata.collect.array.IntArray
-
- propertyNames() - Method in class com.opengamma.strata.collect.io.XmlElement
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.StandardId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.Column.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.Results.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
-
- PropertySet - Class in com.opengamma.strata.collect.io
-
A map of key-value properties.
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.FxMatrixId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.FxRateId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveInputsId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurvePointShifts.Meta
-
Deprecated.
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.FxRateShifts.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.IndexQuoteId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.QuoteId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.PointShifts.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.PositionInfo.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
-
- propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
-
- protectionEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the protection end date.
- protectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the protectionEndDate property.
- protectionEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the protection end date.
- protectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the protectionEndDate property.
- protectionLeg(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
-
Calculates the price of the protection leg, which is the protection leg present value per unit notional.
- protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the protection start of the day.
- protectionStart() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the protectionStart property.
- protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the protection start of the day.
- protectionStart() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the protectionStart property.
- protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the protection start of the day.
- protectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the protectionStart property.
- protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the protection start of the day.
- protectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the protectionStart property.
- protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the protection start of the day.
- protectionStart() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the protectionStart property.
- ProtectionStartOfDay - Enum in com.opengamma.strata.product.credit
-
The protection start of the day.
- provideObservableData(Set<? extends ObservableId>) - Method in interface com.opengamma.strata.calc.marketdata.ObservableDataProvider
-
Provides market data for the specified identifiers.
- provideTimeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.TimeSeriesProvider
-
Provides the time-series for the specified identifier.
- PT - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'PT' - Portugal.
- publicationDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
Sets the date that the rate implied by the fixing date is published.
- publicationDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
-
The meta-property for the publicationDate property.
- publicationDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
Sets the number of days to add to the fixing date to obtain the publication date.
- publicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
-
The meta-property for the publicationDateOffset property.
- publicationFrequency(Frequency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
Sets the publication frequency of the index.
- publicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
-
The meta-property for the publicationFrequency property.
- put(LocalDate, double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts the specified date/value point into this builder.
- put(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts the specified date/value point into this builder.
- put(ExplainKey<R>, R) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
-
Puts a single value into the map.
- putAll(Collection<LocalDate>, Collection<Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the specified dates and values into this builder.
- putAll(Collection<LocalDate>, double[]) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the specified dates and values into this builder.
- putAll(Stream<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the specified points into this builder.
- putAll(List<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the specified points into this builder.
- putAll(LocalDateDoubleTimeSeriesBuilder) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts the contents of the specified builder into this builder.
- putAll(Map<LocalDate, Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
-
Puts all the entries from the supplied map into this builder.
- putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets whether the option is put or call.
- putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the putCall property.
- putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets whether the option is put or call.
- putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the putCall property.
- putCall(PutCall) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
Sets whether the option is put or call.
- putCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
The meta-property for the putCall property.
- PutCall - Enum in com.opengamma.strata.product.common
-
Flag indicating whether a trade is "put" or "call".
- putCall(PutCall) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
-
Sets whether the option is a put or call.
- putCall() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
-
The meta-property for the putCall property.
- putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets whether the option is put or call.
- putCall() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the putCall property.
- putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets whether the option is put or call.
- putCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the putCall property.
- putCall(PutCall) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
Sets whether the option is put or call.
- putCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
The meta-property for the putCall property.
- PV01_CALIBRATED_BUCKETED - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the calibrated bucketed PV01 on the calculation target.
- PV01_CALIBRATED_SUM - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the calibrated sum PV01 on the calculation target.
- PV01_MARKET_QUOTE_BUCKETED - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the market quote bucketed PV01 on the calculation target.
- PV01_MARKET_QUOTE_SUM - Static variable in class com.opengamma.strata.measure.Measures
-
Measure representing the market quote sum PV01 on the calculation target.
- PV01_SEMI_PARALLEL_GAMMA_BUCKETED - Static variable in class com.opengamma.strata.measure.AdvancedMeasures
-
Measure representing the semi-parallel bucketed gamma PV01 of the calculation target.
- PV01_SINGLE_NODE_GAMMA_BUCKETED - Static variable in class com.opengamma.strata.measure.AdvancedMeasures
-
Measure representing the single-node bucketed gamma PV01 of the calculation target.
- pv01CalibratedBucketed(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedBucketed(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedBucketed(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01CalibratedSum(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01CalibratedSum(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteBucketed(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteBucketed(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01MarketQuoteSum(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01MarketQuoteSum(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedBucketed(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedBucketed(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedBucketed(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedBucketed(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedBucketed(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedBucketed(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedSum(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedSum(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedSum(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedSum(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedSum(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedSum(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesCalibratedSum(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesCalibratedSum(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteBucketed(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteBucketed(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteBucketed(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteBucketed(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteBucketed(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteBucketed(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteBucketed(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteBucketed(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteSum(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteSum(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteSum(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteSum(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteSum(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteSum(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- pv01RatesMarketQuoteSum(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value sensitivity across one or more scenarios.
- pv01RatesMarketQuoteSum(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Calculates present value sensitivity for a single set of market data.
- PV_SENSITIVITY_TO_MARKET_QUOTE - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
-
Key used to access information about the present value sensitivity to market quote,
represented by a
DoubleArray.
- pvbp(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Computes the Present Value of a Basis Point for a swap leg.
- pvbp(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Calculates the present value of a basis point of a period.
- pvbpSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
-
Calculates the Present Value of a Basis Point curve sensitivity for a fixed swap leg.
- pvbpSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Calculates the present value of a basis point sensitivity of a single payment period.
- SA - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'SA' - Saudi Arabia.
- SABR_ALPHA - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is the SABR alpha parameter - 'SabrAlpha'.
- SABR_BETA - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is the SABR beta parameter - 'SabrBeta'.
- SABR_NU - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is the SABR nu parameter - 'SabrNu'.
- SABR_RHO - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is the SABR rho parameter - 'SabrRho'.
- SabrExtrapolationReplicationCmsLegPricer - Class in com.opengamma.strata.pricer.cms
-
Pricer for CMS legs by swaption replication on a SABR formula with extrapolation.
- SabrExtrapolationReplicationCmsLegPricer(SabrExtrapolationReplicationCmsPeriodPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
-
Creates an instance.
- SabrExtrapolationReplicationCmsPeriodPricer - Class in com.opengamma.strata.pricer.cms
-
Computes the price of a CMS coupon/caplet/floorlet by swaption replication on a shifted SABR formula with extrapolation.
- SabrExtrapolationReplicationCmsProductPricer - Class in com.opengamma.strata.pricer.cms
-
Pricer for CMS products by swaption replication on a SABR formula with extrapolation.
- SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Creates an instance using the default pay leg pricer.
- SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
-
Creates an instance.
- SabrExtrapolationReplicationCmsTradePricer - Class in com.opengamma.strata.pricer.cms
-
Pricer for CMS trade by swaption replication on a SABR formula with extrapolation.
- SabrExtrapolationReplicationCmsTradePricer(SabrExtrapolationReplicationCmsProductPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Creates an instance using the default payment pricer.
- SabrExtrapolationReplicationCmsTradePricer(SabrExtrapolationReplicationCmsProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
-
Creates an instance.
- SabrIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for cap/floor legs in SABR model.
- SabrIborCapFloorLegPricer(SabrIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorLegPricer
-
Creates an instance.
- SabrIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for cap/floor products in SABR model.
- SabrIborCapFloorProductPricer(SabrIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorProductPricer
-
Creates an instance.
- SabrIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for cap/floor trades in SABR model.
- SabrIborCapFloorTradePricer(SabrIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorTradePricer
-
Creates an instance.
- SabrIborCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor
-
Pricer for caplet/floorlet in SABR model.
- SabrIborCapletFloorletPeriodPricer() - Constructor for class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer
-
- SabrIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor
-
Volatility for Ibor caplet/floorlet in SABR model.
- SabrIborCapletFloorletVolatilityBootstrapDefinition - Class in com.opengamma.strata.pricer.capfloor
-
Definition of caplet volatilities calibration.
- SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder - Class in com.opengamma.strata.pricer.capfloor
-
The bean-builder for SabrIborCapletFloorletVolatilityBootstrapDefinition.
- SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for SabrIborCapletFloorletVolatilityBootstrapDefinition.
- SabrIborCapletFloorletVolatilityBootstrapper - Class in com.opengamma.strata.pricer.capfloor
-
Caplet volatilities calibration to cap volatilities based on SABR model.
- SabrIborCapletFloorletVolatilityCalibrationDefinition - Class in com.opengamma.strata.pricer.capfloor
-
Definition of caplet volatilities calibration.
- SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder - Class in com.opengamma.strata.pricer.capfloor
-
The bean-builder for SabrIborCapletFloorletVolatilityCalibrationDefinition.
- SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for SabrIborCapletFloorletVolatilityCalibrationDefinition.
- SabrIborCapletFloorletVolatilityCalibrator - Class in com.opengamma.strata.pricer.capfloor
-
Caplet volatilities calibration to cap volatilities based on SABR model.
- SabrInterestRateParameters - Class in com.opengamma.strata.pricer.model
-
The volatility surface description under SABR model.
- sabrParameterByExpiry(String, DayCount, ValueType) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates metadata for a curve providing a SABR parameter.
- sabrParameterByExpiry(CurveName, DayCount, ValueType) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates metadata for a curve providing a SABR parameter.
- sabrParameterByExpiry(CurveName, DayCount, ValueType, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
-
Creates metadata for a curve providing a SABR parameter.
- sabrParameterByExpiryTenor(String, DayCount, ValueType) - Static method in class com.opengamma.strata.market.surface.Surfaces
-
Creates metadata for a surface providing a SABR expiry-tenor parameter.
- sabrParameterByExpiryTenor(SurfaceName, DayCount, ValueType) - Static method in class com.opengamma.strata.market.surface.Surfaces
-
Creates metadata for a surface providing a SABR expiry-tenor parameter.
- SabrParameters - Class in com.opengamma.strata.pricer.model
-
The volatility surface description under SABR model.
- SabrParametersIborCapletFloorletVolatilities - Class in com.opengamma.strata.pricer.capfloor
-
Volatility environment for Ibor caplet/floorlet in the SABR model.
- SabrParametersIborCapletFloorletVolatilities.Builder - Class in com.opengamma.strata.pricer.capfloor
-
The bean-builder for SabrParametersIborCapletFloorletVolatilities.
- SabrParametersIborCapletFloorletVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for SabrParametersIborCapletFloorletVolatilities.
- SabrParametersSwaptionVolatilities - Class in com.opengamma.strata.pricer.swaption
-
Volatility environment for swaptions in the SABR model.
- SabrParametersSwaptionVolatilities.Builder - Class in com.opengamma.strata.pricer.swaption
-
The bean-builder for SabrParametersSwaptionVolatilities.
- SabrParametersSwaptionVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for SabrParametersSwaptionVolatilities.
- SabrParameterType - Enum in com.opengamma.strata.market.model
-
The type of the SABR parameter - Alpha, Beta, Rho, Nu or shift.
- SabrSwaptionCalibrator - Class in com.opengamma.strata.pricer.swaption
-
Swaption SABR calibrator.
- SabrSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption with par yield curve method of cash settlement in SABR model.
- SabrSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
-
Creates an instance.
- SabrSwaptionDefinition - Class in com.opengamma.strata.pricer.swaption
-
Definition of standard inputs to SABR swaption calibration.
- SabrSwaptionDefinition.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for SabrSwaptionDefinition.
- SabrSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption with physical settlement in SABR model on the swap rate.
- SabrSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
-
Creates an instance.
- SabrSwaptionRawDataSensitivityCalculator - Class in com.opengamma.strata.pricer.swaption
-
Calculator to obtain the raw data sensitivities for swaption related products using calibrated SABR data.
- SabrSwaptionRawDataSensitivityCalculator() - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionRawDataSensitivityCalculator
-
- SabrSwaptionTradePricer - Class in com.opengamma.strata.pricer.swaption
-
Pricer for swaption trade in the SABR model on the swap rate.
- SabrSwaptionTradePricer(SabrSwaptionCashParYieldProductPricer, SabrSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
-
Creates an instance.
- SabrSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
-
Volatility for swaptions in SABR model.
- sabrVolatilityFormula(SabrVolatilityFormula) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
Sets the SABR formula.
- sabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the sabrVolatilityFormula property.
- sabrVolatilityFormula(SabrVolatilityFormula) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the SABR formula.
- sabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the sabrVolatilityFormula property.
- SabrVolatilityFormula - Interface in com.opengamma.strata.pricer.model
-
Provides volatility and sensitivity in the SABR model.
- SAR - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'SAR' - Saudi Riyal.
- SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for a calendar declaring all days as business days
except Saturday/Sunday weekends, with code 'SatSun'.
- SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
An instance declaring all days as business days except Saturday/Sunday weekends.
- scenario(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData
-
Returns market data for a single scenario.
- scenario(int) - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData
-
Returns market data for a single scenario.
- ScenarioArray<T> - Interface in com.opengamma.strata.data.scenario
-
An array of values, one for each scenario.
- scenarioCount() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
-
The meta-property for the scenarioCount property.
- ScenarioDefinition - Class in com.opengamma.strata.calc.marketdata
-
A scenario definition defines how to create multiple sets of market data for running calculations over
a set of scenarios.
- ScenarioDefinition.Builder - Class in com.opengamma.strata.calc.marketdata
-
The bean-builder for ScenarioDefinition.
- ScenarioDefinition.Meta - Class in com.opengamma.strata.calc.marketdata
-
The meta-bean for ScenarioDefinition.
- ScenarioFxConvertible<R> - Interface in com.opengamma.strata.data.scenario
-
Provides the ability for objects to be automatically currency converted.
- ScenarioFxRateProvider - Interface in com.opengamma.strata.data.scenario
-
A provider of FX rates for scenarios.
- ScenarioMarketData - Interface in com.opengamma.strata.data.scenario
-
Provides access to market data across one or more scenarios.
- ScenarioMarketDataId<T,U extends ScenarioArray<T>> - Interface in com.opengamma.strata.data.scenario
-
Market data identifier used by functions that need access to objects containing market data for multiple scenarios.
- scenarioNames(List<String>) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
-
Sets the names of the scenarios.
- scenarioNames(String...) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
-
Sets the scenarioNames property in the builder
from an array of objects.
- scenarioNames() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
-
The meta-property for the scenarioNames property.
- ScenarioPerturbation<T> - Interface in com.opengamma.strata.data.scenario
-
A perturbation that can be applied to a market data box to create market data
for use in one or more scenarios.
- scenarios() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
-
Returns a stream of market data, one for each scenario.
- Schedule - Class in com.opengamma.strata.basics.schedule
-
A complete schedule of periods (date ranges), with both unadjusted and adjusted dates.
- Schedule.Builder - Class in com.opengamma.strata.basics.schedule
-
The bean-builder for Schedule.
- Schedule.Meta - Class in com.opengamma.strata.basics.schedule
-
The meta-bean for Schedule.
- ScheduleException - Exception in com.opengamma.strata.basics.schedule
-
Exception thrown when a schedule cannot be calculated.
- ScheduleException(String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException
-
Creates an instance.
- ScheduleException(PeriodicSchedule, String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException
-
Creates an instance, specifying the definition that caused the problem.
- SchedulePeriod - Class in com.opengamma.strata.basics.schedule
-
A period in a schedule.
- SchedulePeriod.Builder - Class in com.opengamma.strata.basics.schedule
-
The bean-builder for SchedulePeriod.
- SchedulePeriod.Meta - Class in com.opengamma.strata.basics.schedule
-
The meta-bean for SchedulePeriod.
- scheme() - Method in class com.opengamma.strata.basics.StandardId.Meta
-
The meta-property for the scheme property.
- SE - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'SE' - Sweden.
- seasonality() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
-
The meta-property for the seasonality property.
- seasonality() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
-
- SeasonalityDefinition - Class in com.opengamma.strata.market.curve
-
Provides the definition of seasonality for a price index curve.
- SeasonalityDefinition.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for SeasonalityDefinition.
- SeasonalityDefinitionCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads a set of seasonality definitions into memory by reading from CSV resources.
- seasonalityDefinitions() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
-
The meta-property for the seasonalityDefinitions property.
- seasonalityMonthOnMonth() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
-
The meta-property for the seasonalityMonthOnMonth property.
- second() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
-
The meta-property for the second property.
- second() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
-
The meta-property for the second property.
- second() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
-
The meta-property for the second property.
- second() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
-
The meta-property for the second property.
- second() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
-
The meta-property for the second property.
- second() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
-
The meta-property for the second property.
- second() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
The meta-property for the second property.
- section(String) - Method in class com.opengamma.strata.collect.io.IniFile
-
Gets a single section of this INI file.
- sections() - Method in class com.opengamma.strata.collect.io.IniFile
-
Returns the set of sections of this INI file.
- SecuritizedProduct - Interface in com.opengamma.strata.product
-
The product details of a financial instrument that is traded as a security.
- SecuritizedProductTrade - Interface in com.opengamma.strata.product
-
A trade that is directly based on a securitized product.
- security(EtdFutureSecurity) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
-
Sets the underlying security.
- security() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
-
The meta-property for the security property.
- security(EtdFutureSecurity) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
-
Sets the security that was traded.
- security() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
-
The meta-property for the security property.
- security(EtdOptionSecurity) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
-
Sets the underlying security.
- security() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
-
The meta-property for the security property.
- security(EtdOptionSecurity) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
-
Sets the security that was traded.
- security() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
-
The meta-property for the security property.
- security(GenericSecurity) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
Sets the underlying security.
- security() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
The meta-property for the security property.
- security(GenericSecurity) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
Sets the security that was traded.
- security() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
-
The meta-property for the security property.
- Security - Interface in com.opengamma.strata.product
-
A security that can be traded.
- SecurityAttributeType<T> - Class in com.opengamma.strata.product
-
The type that provides meaning to a security attribute.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
Sets the security identifier.
- securityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
The meta-property for the securityId property.
- SecurityId - Class in com.opengamma.strata.product
-
An identifier for a security.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
Sets the identifier of the underlying security.
- securityId() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
The meta-property for the securityId property.
- securityId(SecurityId) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
Sets the identifier of the security that was traded.
- securityId() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
-
The meta-property for the securityId property.
- SecurityInfo - Class in com.opengamma.strata.product
-
Information about a security.
- SecurityInfo.Meta - Class in com.opengamma.strata.product
-
The meta-bean for SecurityInfo.
- SecurityInfoBuilder - Class in com.opengamma.strata.product
-
Builder to create SecurityInfo.
- SecurityPosition - Class in com.opengamma.strata.product
-
A position in a security, where the security is referenced by identifier.
- SecurityPosition.Builder - Class in com.opengamma.strata.product
-
The bean-builder for SecurityPosition.
- SecurityPosition.Meta - Class in com.opengamma.strata.product
-
The meta-bean for SecurityPosition.
- SecurityPositionCalculationFunction - Class in com.opengamma.strata.measure.security
-
Perform calculations on a single SecurityPosition for each of a set of scenarios.
- SecurityPositionCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
-
Creates an instance.
- SecurityPriceInfo - Class in com.opengamma.strata.product
-
Defines the meaning of the security price.
- SecurityPriceInfo.Meta - Class in com.opengamma.strata.product
-
The meta-bean for SecurityPriceInfo.
- SecurityQuantity - Interface in com.opengamma.strata.product
-
A quantity of a security.
- SecurityTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against a security to produce another object.
- SecurityTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator
-
- SecurityTrade - Class in com.opengamma.strata.product
-
A trade representing the purchase or sale of a security,
where the security is referenced by identifier.
- SecurityTrade.Builder - Class in com.opengamma.strata.product
-
The bean-builder for SecurityTrade.
- SecurityTrade.Meta - Class in com.opengamma.strata.product
-
The meta-bean for SecurityTrade.
- SecurityTradeCalculationFunction - Class in com.opengamma.strata.measure.security
-
Perform calculations on a single SecurityTrade for each of a set of scenarios.
- SecurityTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
-
Creates an instance.
- SEK - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'SEK' - Swedish Krona.
- SEK_SIOR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
-
The SIOR index for SEK.
- SEK_STIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 month STIBOR index.
- SEK_STIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 1 WEEK STIBOR index.
- SEK_STIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 2 month STIBOR index.
- SEK_STIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 3 month STIBOR index.
- SEK_STIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
-
The 6 month STIBOR index.
- selectParty(ListMultimap<String, String>) - Method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
-
Selects "our" party from the specified set.
- sensitivities() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
-
The meta-property for the sensitivities property.
- sensitivities() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
-
The meta-property for the sensitivities property.
- sensitivities() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
-
The meta-property for the sensitivities property.
- sensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
-
The meta-property for the sensitivities property.
- sensitivities(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.curve.CalibrationMeasure
-
Calculates the parameter sensitivities that relate to the value.
- sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
-
- sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
-
- sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
- sensitivities() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
-
The meta-property for the sensitivities property.
- sensitivity() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity(CurrencyParameterSensitivities, RatesProvider) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
-
Calculates the market quote sensitivities from parameter sensitivity.
- sensitivity(CurrencyParameterSensitivities, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
-
Calculates the market quote sensitivities from parameter sensitivity.
- sensitivity(RatesProvider, Function<ImmutableRatesProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
-
Computes the first order sensitivities of a function of a RatesProvider to a double by finite difference.
- sensitivity(LegalEntityDiscountingProvider, Function<ImmutableLegalEntityDiscountingProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
-
Computes the first order sensitivities of a function of a LegalEntityDiscountingProvider to a double by finite difference.
- sensitivity(CreditRatesProvider, Function<ImmutableCreditRatesProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
-
Computes the first order sensitivities of a function of a CreditRatesProvider to a double by finite difference.
- sensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivity() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
-
The meta-property for the sensitivity property.
- sensitivityFunction(BiFunction<DoubleArray, Double, DoubleArray>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
-
Sets the parameter sensitivity function.
- sensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
-
The meta-property for the sensitivityFunction property.
- sensitivityFunction(BiFunction<DoubleArray, Double, DoubleArray>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
Sets the parameter sensitivity function.
- sensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
-
The meta-property for the sensitivityFunction property.
- sensitivityType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
-
The meta-property for the sensitivityType property.
- sensitivityType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
-
The meta-property for the sensitivityType property.
- sequential() - Method in class com.opengamma.strata.collect.MapStream
-
- SEST - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for the holiday calendar of Stockholm, Sweden, with code 'SEST'.
- set(String, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.calc.Column.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.Column.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
- set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
- set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
- settings(Class<? extends T>, FormatSettings<Object>) - Method in class com.opengamma.strata.report.framework.format.FormatSettingsProvider
-
Obtains the format settings for a given type.
- SETTINGS_REPORT_TYPE - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader
-
The report type property name, in the settings section.
- SETTINGS_SECTION - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader
-
The settings section name.
- settlement(BondPaymentPeriod) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
Sets the settlement of the bond trade.
- settlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
-
The meta-property for the settlement property.
- SETTLEMENT_PRICE - Static variable in class com.opengamma.strata.data.FieldName
-
The field name for the settlement price - 'SettlementPrice'.
- settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
- settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
-
The meta-property for the settlementCurrencyNotional property.
- settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
- settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
-
The meta-property for the settlementCurrencyNotional property.
- settlementDate() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
-
The meta-property for the settlementDate property.
- settlementDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the settlementDate property.
- settlementDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Sets the settlement date, optional.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
-
The meta-property for the settlementDateOffset property.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
-
The meta-property for the settlementDateOffset property.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
-
The meta-property for the settlementDateOffset property.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
-
The meta-property for the settlementDateOffset property.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
-
The meta-property for the settlementDateOffset property.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
-
The meta-property for the settlementDateOffset property.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the settlementDateOffset property.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the settlementDateOffset property.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the settlementDateOffset property.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the settlementDateOffset property.
- settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the number of days between valuation date and settlement date.
- settlementDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the settlementDateOffset property.
- SettlementType - Enum in com.opengamma.strata.product.common
-
Flag indicating how a financial instrument is to be settled.
- SFE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
-
The 'SFE' roll convention which adjusts the date to the second Friday.
- SG - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'SG' - Singapore.
- SGD - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'SGD' - Singapore Dollar.
- shift(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
-
Shifts the date by the specified number of business days.
- shift(LocalDate, int) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
- shift(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
-
Calculates the shift parameter for the specified time to expiry.
- shift(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
- shift(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
Calculates the shift parameter for a pair of time to expiry and instrument tenor.
- shift(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
Calculates the shift parameter for time to expiry.
- shift(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- shift(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
-
Calculates the shift parameter for the specified time to expiry and instrument tenor.
- shiftAmount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
-
The meta-property for the shiftAmount property.
- shiftAmount() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
-
The meta-property for the shiftAmount property.
- shiftAmount() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
-
The meta-property for the shiftAmount property.
- shiftAmounts() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
-
The meta-property for the shiftAmounts property.
- shiftCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
-
Sets the shift parameter of shifted Black model.
- shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
-
The meta-property for the shiftCurve property.
- shiftCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
Sets the shift curve.
- shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the shiftCurve property.
- shiftCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
Sets the shift curve.
- shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
-
The meta-property for the shiftCurve property.
- shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the shiftCurve property.
- shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
-
The meta-property for the shiftCurve property.
- ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.capfloor
-
Volatility for Ibor caplet/floorlet in the shifted log-normal or shifted Black model based on a surface.
- ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.
- shifts() - Method in class com.opengamma.strata.market.curve.CurvePointShifts.Meta
-
Deprecated.
The meta-property for the shifts property.
- shifts() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
-
The meta-property for the shifts property.
- shiftType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
-
The meta-property for the shiftType property.
- shiftType() - Method in class com.opengamma.strata.market.curve.CurvePointShifts.Meta
-
Deprecated.
The meta-property for the shiftType property.
- shiftType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
-
The meta-property for the shiftType property.
- shiftType() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
-
The meta-property for the shiftType property.
- shiftType() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
-
The meta-property for the shiftType property.
- shiftType() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
-
The meta-property for the shiftType property.
- ShiftType - Enum in com.opengamma.strata.market
-
Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.
- shortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
-
The meta-property for the shortObservation property.
- shortQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
-
Sets the short quantity of the security.
- shortQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
-
The meta-property for the shortQuantity property.
- shortQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
-
Sets the short quantity of the security.
- shortQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
-
The meta-property for the shortQuantity property.
- shortQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
Sets the short quantity of the security.
- shortQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
-
The meta-property for the shortQuantity property.
- shortQuantity(double) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
Sets the quantity that was traded.
- shortQuantity() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
-
The meta-property for the shortQuantity property.
- sign() - Method in enum com.opengamma.strata.product.common.LongShort
-
Returns the sign, where 'Long' returns 1 and 'Short' returns -1.
- SIMPLE_MONEYNESS - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is simple-moneyness, i.e.
- SimpleConstantContinuousBarrier - Class in com.opengamma.strata.product.option
-
Continuous barrier with constant barrier level.
- SimpleConstantContinuousBarrier.Meta - Class in com.opengamma.strata.product.option
-
The meta-bean for SimpleConstantContinuousBarrier.
- SimpleCreditCurveCalibrator - Class in com.opengamma.strata.pricer.credit
-
Simple credit curve calibrator.
- SimpleCreditCurveCalibrator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.SimpleCreditCurveCalibrator
-
Constructors a credit curve calibrator with the accrual-on-default formula specified.
- SimpleCurveParameterMetadata - Class in com.opengamma.strata.market.curve
-
Simple parameter metadata containing the x value and type.
- SimpleCurveParameterMetadata.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for SimpleCurveParameterMetadata.
- SimpleDiscountFactors - Class in com.opengamma.strata.pricer
-
Provides access to discount factors for a currency based on a discount factor curve.
- SimpleDiscountFactors.Meta - Class in com.opengamma.strata.pricer
-
The meta-bean for SimpleDiscountFactors.
- SimpleIborIndexRates - Class in com.opengamma.strata.pricer.rate
-
An Ibor index curve providing rates directly from a forward rates curve.
- SimpleIborIndexRates.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for SimpleIborIndexRates.
- simpleMoneyness() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
-
The meta-property for the simpleMoneyness property.
- SimplePriceIndexValues - Class in com.opengamma.strata.pricer.rate
-
Provides values for a Price index from a forward curve.
- SimplePriceIndexValues.Meta - Class in com.opengamma.strata.pricer.rate
-
The meta-bean for SimplePriceIndexValues.
- SimpleStrike - Class in com.opengamma.strata.market.option
-
A simple strike value.
- SimpleStrike.Meta - Class in com.opengamma.strata.market.option
-
The meta-bean for SimpleStrike.
- SimpleSurfaceParameterMetadata - Class in com.opengamma.strata.market.surface
-
Simple parameter metadata containing the x and y values and type.
- SimpleSurfaceParameterMetadata.Meta - Class in com.opengamma.strata.market.surface
-
The meta-bean for SimpleSurfaceParameterMetadata.
- singleCreditCurveParameterSensitivity(PointSensitivities, StandardId, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
-
Computes the parameter sensitivity for a specific credit curve.
- singleCreditCurveParameterSensitivity(PointSensitivities, StandardId, Currency) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
-
- SingleCurrencySwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for swap trades.
- singleDiscountCurveParameterSensitivity(PointSensitivities, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
-
Computes the parameter sensitivity for a specific discount curve.
- singleDiscountCurveParameterSensitivity(PointSensitivities, Currency) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
-
- size() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Gets the size of the array.
- size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the number of stored amounts.
- size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
-
The meta-property for the size property.
- size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Gets the size of the array.
- size() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Gets the number of periods in the schedule.
- size() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Gets the size of this array.
- size() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Gets the size of this matrix.
- size() - Method in class com.opengamma.strata.collect.array.IntArray
-
Gets the size of this array.
- size() - Method in interface com.opengamma.strata.collect.array.Matrix
-
Gets the size of the matrix.
- size() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
- size() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Return the size of this time-series.
- size() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.Pair
-
Gets the number of elements held by this pair.
- size() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the number of elements held by this triple.
- size() - Method in interface com.opengamma.strata.collect.tuple.Tuple
-
Gets the number of elements held by this tuple.
- size() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Gets the number of sensitivity entries.
- size() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Gets the number of sensitivity entries.
- size() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Gets the number of sensitivity entries.
- size() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Gets the number of sensitivity entries.
- size() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Gets the number of sensitivity entries.
- sizeIfKnown() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
Gets the size, which is always known.
- SK - Static variable in class com.opengamma.strata.basics.location.Country
-
The currency 'SK' - Slovakia.
- skip(long) - Method in class com.opengamma.strata.collect.MapStream
-
- smile(SmileDeltaTermStructure) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
-
Sets the volatility model.
- smile() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
-
The meta-property for the smile property.
- SmileAndBucketedSensitivities - Class in com.opengamma.strata.pricer.fxopt
-
Combines information about a volatility smile expressed in delta form and its sensitivities.
- smileAndSensitivitiesForExpiry(double, DoubleArray) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
- smileAndSensitivitiesForExpiry(double, DoubleArray) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Calculates the smile at a given time and the sensitivities with respect to the volatility data points.
- SmileDeltaParameters - Class in com.opengamma.strata.pricer.fxopt
-
A delta dependent smile as used in Forex market.
- SmileDeltaParameters.Meta - Class in com.opengamma.strata.pricer.fxopt
-
The meta-bean for SmileDeltaParameters.
- SmileDeltaTermStructure - Interface in com.opengamma.strata.pricer.fxopt
-
A term structure of smile as used in Forex market.
- smileForExpiry(double) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
- smileForExpiry(double) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
-
Calculates the smile at a given time.
- sort() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Sorts the mutable list of point sensitivities.
- sorted() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns a sorted copy of this array.
- sorted() - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns a sorted copy of this array.
- sorted() - Method in class com.opengamma.strata.collect.MapStream
-
- sorted(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
-
- sorted() - Method in class com.opengamma.strata.market.amount.CashFlows
-
Returns an instance that is sorted.
- sortPairs(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Sorts the two arrays, retaining the associated values with the sorted keys.
- sortPairs(double[], V[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Sorts the two arrays, retaining the associated values with the sorted keys.
- split() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Splits this sensitivity instance.
- split() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Splits this sensitivity instance.
- split() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
Splits this sensitivity instance.
- split() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Splits this sensitivity instance.
- spliterator() - Method in class com.opengamma.strata.collect.MapStream
-
- splitValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
Splits the array according to the curve order.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
-
Sets the offset of the start date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
-
Sets the offset of the start date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
- spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
- spotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
The meta-property for the spotDateOffset property.
- spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
Sets the offset of the spot value date from the trade date.
- spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
The meta-property for the spotDateOffset property.
- SPREAD - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The spread, added to the forward rate.
- spread() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
-
The meta-property for the spread property.
- spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
Sets the spread rate, with a 5% rate expressed as 0.05, optional.
- spread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
-
The meta-property for the spread property.
- spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
Sets the spread rate, optional.
- spread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
-
The meta-property for the spread property.
- spread(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
Sets the spread rate, defaulted to 0.
- spread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
The meta-property for the spread property.
- spreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
-
The meta-property for the spreadCurve property.
- spreadFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
Sets the market convention of the floating leg to which the spread leg is added.
- spreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
The meta-property for the spreadFloatingLeg property.
- spreadId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
Sets the identifier of the market data value which provides the spread.
- spreadId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
The meta-property for the spreadId property.
- spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
Sets the market convention of the floating leg that has the spread applied.
- spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
-
The meta-property for the spreadLeg property.
- spreadLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
Sets the market convention of the fixed leg for the spread.
- spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
-
The meta-property for the spreadLeg property.
- spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
Sets the market convention of the floating leg that has the spread applied.
- spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
-
The meta-property for the spreadLeg property.
- SpreadSensitivityCalculator - Class in com.opengamma.strata.pricer.credit
-
The spread sensitivity calculator.
- SpreadSensitivityCalculator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
-
Constructor with accrual-on-default formula.
- SQUARE_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Square linear interpolator.
- stackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
-
The meta-property for the stackTrace property.
- standard() - Static method in interface com.opengamma.strata.basics.ReferenceData
-
Obtains an instance of standard reference data.
- standard() - Static method in class com.opengamma.strata.data.FxMatrixId
-
Obtains an instance representing an FX matrix.
- standard() - Static method in interface com.opengamma.strata.loader.csv.CsvInfoResolver
-
Obtains an instance that uses the standard set of reference data.
- standard() - Static method in class com.opengamma.strata.loader.csv.PositionCsvLoader
-
Obtains an instance that uses the standard set of reference data.
- standard() - Static method in class com.opengamma.strata.loader.csv.TradeCsvLoader
-
Obtains an instance that uses the standard set of reference data.
- standard() - Static method in interface com.opengamma.strata.loader.fpml.FpmlTradeInfoParserPlugin
-
Returns the standard parser plugin that parses the trade date and the first
identifier of "our" party.
- standard() - Static method in class com.opengamma.strata.measure.curve.RootFinderConfig
-
Returns standard root finder configuration, using the DEFAULT constants from this class.
- standard() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityCalibrator
-
Obtains the standard instance.
- standard() - Static method in class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator
-
Obtains the standard calibrator.
- STANDARD - Static variable in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator
-
Default implementation.
- standard() - Static method in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator
-
Obtains the standard curve calibrator.
- standard() - Static method in class com.opengamma.strata.pricer.credit.IsdaCompliantIndexCurveCalibrator
-
Obtains the standard curve calibrator.
- standard() - Static method in class com.opengamma.strata.pricer.credit.SimpleCreditCurveCalibrator
-
Obtains the standard calibrator.
- standard() - Static method in class com.opengamma.strata.pricer.curve.CurveCalibrator
-
The standard curve calibrator.
- standard() - Static method in class com.opengamma.strata.pricer.curve.SyntheticCurveCalibrator
-
The standard synthetic curve calibrator.
- standard() - Static method in interface com.opengamma.strata.pricer.rate.RateComputationFn
-
Returns the standard instance of the function.
- standard() - Static method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
-
Returns the standard instance of the function.
- standard() - Static method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
-
Returns the standard instance of the function.
- StandardComponents - Class in com.opengamma.strata.measure
-
Factory methods for creating standard Strata components.
- StandardFxSwapConventions - Class in com.opengamma.strata.product.fx.type
-
Market standard FX swap conventions.
- StandardId - Class in com.opengamma.strata.basics
-
An immutable standard identifier for an item.
- standardId() - Method in class com.opengamma.strata.market.observable.QuoteId.Meta
-
The meta-property for the standardId property.
- StandardId.Meta - Class in com.opengamma.strata.basics
-
The meta-bean for StandardId.
- START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The accrual start date, adjusted to be a valid business day if necessary.
- startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the start date, which is the start of the first schedule period.
- startDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
Sets the start date of this period, used for financial calculations such as interest accrual.
- startDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
Sets the start date of the payment period.
- startDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
Sets the start date of the payment period.
- startDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
-
Sets the start date of the payment period.
- startDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
Sets the start date of the payment period.
- startDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
Sets the start date of the payment period.
- startDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
Sets the start date of the accrual period.
- startDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
-
The meta-property for the startDate property.
- startDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
Sets the start date of the deposit.
- startDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
Sets the start date of the deposit.
- startDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
Sets the start date of the deposit.
- startDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
Sets the start date of the deposit.
- startDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
Sets the start date, which is the effective date of the FRA.
- startDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
Sets the start date, which is the effective date of the FRA.
- startDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
-
Sets the fixing date associated with the start date of the accrual period.
- startDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
-
Sets the fixing date associated with the start date of the accrual period.
- startDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
-
Sets the start date of the payment period.
- startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
-
The meta-property for the startDate property.
- startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
-
Sets the start date of the payment period.
- startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
-
The meta-property for the startDate property.
- startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
Sets the start date of the accrual period.
- startDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
-
The meta-property for the startDate property.
- startDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
-
The meta-property for the startDate property.
- startDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
-
The meta-property for the startDate property.
- startDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta
-
The meta-property for the startDate property.
- startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional business day adjustment to apply to the start date.
- startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the startDateBusinessDayAdjustment property.
- startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
- startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the startDateBusinessDayAdjustment property.
- startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
- startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the startDateBusinessDayAdjustment property.
- startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
- startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the startDateBusinessDayAdjustment property.
- startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
- startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the startDateBusinessDayAdjustment property.
- startIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
-
The meta-property for the startIndexValue property.
- startIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
-
The meta-property for the startIndexValue property.
- startObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
-
The meta-property for the startObservation property.
- startObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
-
The meta-property for the startObservation property.
- startSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
-
The meta-property for the startSecondObservation property.
- stateValue() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
-
The meta-property for the stateValue property.
- STEP_UPPER - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Step upper interpolator.
- stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
Sets the number of days between valuation date and step-in date.
- stepinDateOffset() - Method in class com.opengamma.strata.product.credit.Cds.Meta
-
The meta-property for the stepinDateOffset property.
- stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
Sets the number of days between valuation date and step-in date.
- stepinDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
-
The meta-property for the stepinDateOffset property.
- stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
Sets the number of days between valuation date and step-in date.
- stepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
-
The meta-property for the stepinDateOffset property.
- stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
Sets the number of days between valuation date and step-in date.
- stepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
-
The meta-property for the stepinDateOffset property.
- stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the number of days between valuation date and step-in date.
- stepinDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the stepinDateOffset property.
- steps(List<ValueStep>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
Sets the steps defining the change in the value.
- steps(ValueStep...) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
Sets the steps property in the builder
from an array of objects.
- steps() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
The meta-property for the steps property.
- stepSequence(ValueStepSequence) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
Sets the sequence of steps changing the value.
- stepSequence() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
-
The meta-property for the stepSequence property.
- storeNodeTrade() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
-
The meta-property for the storeNodeTrade property.
- stream() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
Returns a stream of the amounts.
- stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a stream over the currency amounts.
- stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a stream of the amounts.
- stream() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns a stream over the array values.
- stream() - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns a stream over the array values.
- stream(Iterable<T>) - Static method in class com.opengamma.strata.collect.Guavate
-
Converts an iterable to a serial stream.
- stream(Optional<T>) - Static method in class com.opengamma.strata.collect.Guavate
-
Converts an optional to a stream with zero or one elements.
- stream() - Method in class com.opengamma.strata.collect.result.Result
-
Converts this result to a stream.
- stream() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Returns a stream over the points of this time-series.
- stream() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
- stream() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
-
- stream() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
- stream() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
-
Returns a stream over the contents of the box.
- stream() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
- stream() - Method in interface com.opengamma.strata.data.scenario.ScenarioArray
-
Returns a stream of the values.
- stream() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Returns a stream of all curves in the group.
- stream() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Returns a stream of all curves in the group.
- stream() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
-
- streamChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement
-
Gets the child elements matching the specified name.
- Strike - Interface in com.opengamma.strata.market.option
-
The strike of an option, describing both type and value.
- STRIKE - Static variable in class com.opengamma.strata.market.option.StrikeType
-
The type of a simple strike.
- STRIKE - Static variable in class com.opengamma.strata.market.ValueType
-
Type used when each value is a strike - 'Strike'.
- strike() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
-
The meta-property for the strike property.
- strike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
-
The meta-property for the strike property.
- strike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
-
The meta-property for the strike property.
- strike() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
-
The meta-property for the strike property.
- strike() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
-
The meta-property for the strike property.
- strike(double) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
Calculates the strikes in ascending order.
- strike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
-
The meta-property for the strike property.
- strike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
-
The meta-property for the strike property.
- STRIKE_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The strike value.
- strikeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
The meta-property for the strikeExtrapolatorLeft property.
- strikeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
The meta-property for the strikeExtrapolatorRight property.
- strikeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
The meta-property for the strikeInterpolator property.
- strikePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
-
The meta-property for the strikePrice property.
- strikePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
-
The meta-property for the strikePrice property.
- strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
Sets the strike price, represented in decimal form.
- strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
-
The meta-property for the strikePrice property.
- strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
Sets the strike price, represented in decimal form.
- strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
-
The meta-property for the strikePrice property.
- strikePrice(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
Sets the strike price, represented in decimal form.
- strikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
-
The meta-property for the strikePrice property.
- strikePrice(double) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
-
Sets the strike price, in decimal form, may be negative.
- strikePrice() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
-
The meta-property for the strikePrice property.
- strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
Sets the strike price, in decimal form.
- strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
-
The meta-property for the strikePrice property.
- strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
Sets the strike price, in decimal form.
- strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
-
The meta-property for the strikePrice property.
- strikePrice(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
Sets the strike price, in decimal form.
- strikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
-
The meta-property for the strikePrice property.
- StrikeType - Class in com.opengamma.strata.market.option
-
The type of a strike.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
Sets the optional convention defining how to handle stubs.
- stubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
-
The meta-property for the stubConvention property.
- StubConvention - Enum in com.opengamma.strata.basics.schedule
-
A convention defining how to calculate stub periods.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
Sets the convention defining how to handle stubs, optional with defaulting getter.
- stubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
-
The meta-property for the stubConvention property.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
Sets the convention defining how to handle stubs, optional with defaulting getter.
- stubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
-
The meta-property for the stubConvention property.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
Sets the convention defining how to handle stubs, optional with defaulting getter.
- stubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
-
The meta-property for the stubConvention property.
- stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
Sets the convention defining how to handle stubs, optional with defaulting getter.
- stubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
-
The meta-property for the stubConvention property.
- subArray(int) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an array holding the values from the specified index onwards.
- subArray(int, int) - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns an array holding the values between the specified from and to indices.
- subArray(int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an array holding the values from the specified index onwards.
- subArray(int, int) - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns an array holding the values between the specified from and to indices.
- subRow(int) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Obtains a sub-row, containing a selection of fields by index.
- subRow(int, int) - Method in class com.opengamma.strata.collect.io.CsvRow
-
Obtains a sub-row, containing a selection of fields by index.
- subSchedule(Frequency, RollConvention, StubConvention, BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Creates a sub-schedule within this period.
- subSeries(LocalDate, LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Gets part of this series as a sub-series between two dates.
- subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor
-
Subtracts this tenor from the specified date.
- subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Subtracts the period of this frequency from the specified date.
- success(R) - Static method in class com.opengamma.strata.collect.result.Result
-
Creates a successful result wrapping a value.
- success(Object, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
-
Creates the result of successfully evaluating a token against an object.
- sum() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns the sum of all the values in the array.
- sum() - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns the sum of all the values in the array.
- sum(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Calculates the sum total of all the elements in the array.
- supplier(CheckedSupplier<R>) - Static method in class com.opengamma.strata.collect.Unchecked
-
Converts checked exceptions to unchecked based on the Supplier interface.
- supportedMeasures() - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
-
Returns the set of measures that the function can calculate.
- supportedMeasures() - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
-
- supportedMeasures() - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
-
- Surface - Interface in com.opengamma.strata.market.surface
-
A surface that maps a double x-value and y-value to a double z-value.
- surface(Surface) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
-
Sets the Black volatility surface.
- surface() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
-
The meta-property for the surface property.
- surface() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the surface property.
- surface() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the surface property.
- surface() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
-
The meta-property for the surface property.
- surface(Surface) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
-
Sets the Black volatility surface.
- surface() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
-
The meta-property for the surface property.
- surface(Surface) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
-
Sets the normal volatility surface.
- surface() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
-
The meta-property for the surface property.
- surface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
-
The meta-property for the surface property.
- surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
-
The meta-property for the surface property.
- surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
-
The meta-property for the surface property.
- surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
-
The meta-property for the surface property.
- SurfaceIborCapletFloorletVolatilityBootstrapDefinition - Class in com.opengamma.strata.pricer.capfloor
-
Definition of caplet volatilities calibration.
- SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor
-
The meta-bean for SurfaceIborCapletFloorletVolatilityBootstrapDefinition.
- SurfaceIborCapletFloorletVolatilityBootstrapper - Class in com.opengamma.strata.pricer.capfloor
-
Caplet volatilities calibration to cap volatilities based on interpolated surface.
- SurfaceInfoType<T> - Class in com.opengamma.strata.market.surface
-
The type that provides meaning to additional surface information.
- SurfaceInterpolator - Interface in com.opengamma.strata.market.surface.interpolator
-
Interface for interpolators that interpolate a surface.
- SurfaceMetadata - Interface in com.opengamma.strata.market.surface
-
Metadata about a surface and surface parameters.
- surfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
-
The meta-property for the surfaceName property.
- surfaceName(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
-
Sets the surface name.
- surfaceName(SurfaceName) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
-
Sets the surface name.
- SurfaceName - Class in com.opengamma.strata.market.surface
-
The name of a surface.
- Surfaces - Class in com.opengamma.strata.market.surface
-
Helper for creating common types of surfaces.
- survivalProbabilities(StandardId, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
-
Gets the survival probabilities for a standard ID and a currency.
- survivalProbabilities(StandardId, Currency) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
-
- survivalProbabilities() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
-
The meta-property for the survivalProbabilities property.
- survivalProbability(LocalDate) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
Gets the survival probability for the specified date.
- Swap - Class in com.opengamma.strata.product.swap
-
A rate swap.
- Swap.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for Swap.
- Swap.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for Swap.
- SWAP_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
-
- SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
- SWAP_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
-
The calibrator for
SwapTrade using par spread discounting.
- SwapIndex - Interface in com.opengamma.strata.product.swap
-
A swap index.
- SwapIndices - Class in com.opengamma.strata.product.swap
-
Constants and implementations for standard swap indices.
- SwapIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve
-
An ISDA compliant curve node whose instrument is a standard Fixed-Ibor interest rate swap.
- SwapIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve
-
The bean-builder for SwapIsdaCreditCurveNode.
- SwapIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve
-
The meta-bean for SwapIsdaCreditCurveNode.
- SwapLeg - Interface in com.opengamma.strata.product.swap
-
A single leg of a swap.
- SwapLegAmount - Class in com.opengamma.strata.market.amount
-
Represents an amount associated with one leg of a swap.
- SwapLegAmount.Builder - Class in com.opengamma.strata.market.amount
-
The bean-builder for SwapLegAmount.
- SwapLegAmount.Meta - Class in com.opengamma.strata.market.amount
-
The meta-bean for SwapLegAmount.
- SwapLegConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for swap legs.
- SwapLegType - Enum in com.opengamma.strata.product.swap
-
The type of a swap leg.
- SwapPaymentEvent - Interface in com.opengamma.strata.product.swap
-
A payment event, where a single payment is made between two counterparties.
- SwapPaymentEventPricer<T extends SwapPaymentEvent> - Interface in com.opengamma.strata.pricer.swap
-
Pricer for payment events.
- SwapPaymentPeriod - Interface in com.opengamma.strata.product.swap
-
A period over which interest is accrued with a single payment.
- SwapPaymentPeriodPricer<T extends SwapPaymentPeriod> - Interface in com.opengamma.strata.pricer.swap
-
Pricer for payment periods.
- Swaption - Class in com.opengamma.strata.product.swaption
-
An option on an underlying swap.
- Swaption.Builder - Class in com.opengamma.strata.product.swaption
-
The bean-builder for Swaption.
- Swaption.Meta - Class in com.opengamma.strata.product.swaption
-
The meta-bean for Swaption.
- SwaptionMarketData - Interface in com.opengamma.strata.measure.swaption
-
Market data for swaptions.
- SwaptionMarketDataLookup - Interface in com.opengamma.strata.measure.swaption
-
The lookup that provides access to swaption volatilities in market data.
- SwaptionSabrSensitivity - Class in com.opengamma.strata.pricer.swaption
-
Sensitivity of a swaption to SABR model parameters.
- SwaptionSabrSensitivity.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for SwaptionSabrSensitivity.
- SwaptionScenarioMarketData - Interface in com.opengamma.strata.measure.swaption
-
Market data for swaptions, used for calculation across multiple scenarios.
- SwaptionSensitivity - Class in com.opengamma.strata.pricer.swaption
-
Point sensitivity to a swaption implied parameter point.
- SwaptionSensitivity.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for SwaptionSensitivity.
- swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
Sets settlement method.
- swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
-
The meta-property for the swaptionSettlement property.
- swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
Sets settlement method.
- swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
-
The meta-property for the swaptionSettlement property.
- SwaptionSettlement - Interface in com.opengamma.strata.product.swaption
-
Defines how the swaption will be settled.
- SwaptionSurfaceExpirySimpleMoneynessParameterMetadata - Class in com.opengamma.strata.pricer.swaption
-
Surface node metadata for a surface node for swaptions with a specific time to expiry and simple moneyness.
- SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.
- SwaptionSurfaceExpiryStrikeParameterMetadata - Class in com.opengamma.strata.pricer.swaption
-
Surface node metadata for a surface node for swaptions with a specific time to expiry and strike.
- SwaptionSurfaceExpiryStrikeParameterMetadata.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for SwaptionSurfaceExpiryStrikeParameterMetadata.
- SwaptionSurfaceExpiryTenorParameterMetadata - Class in com.opengamma.strata.pricer.swaption
-
Surface node metadata for a surface node for swaptions with a specific time to expiry and underlying swap tenor.
- SwaptionSurfaceExpiryTenorParameterMetadata.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for SwaptionSurfaceExpiryTenorParameterMetadata.
- SwaptionTrade - Class in com.opengamma.strata.product.swaption
-
A trade in an option on an underlying swap.
- SwaptionTrade.Builder - Class in com.opengamma.strata.product.swaption
-
The bean-builder for SwaptionTrade.
- SwaptionTrade.Meta - Class in com.opengamma.strata.product.swaption
-
The meta-bean for SwaptionTrade.
- SwaptionTradeCalculationFunction - Class in com.opengamma.strata.measure.swaption
-
Perform calculations on a single SwaptionTrade for each of a set of scenarios.
- SwaptionTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
-
Creates an instance.
- SwaptionTradeCalculations - Class in com.opengamma.strata.measure.swaption
-
Calculates pricing and risk measures for swaption trades.
- SwaptionTradeCalculations(VolatilitySwaptionTradePricer, SabrSwaptionTradePricer) - Constructor for class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
-
Creates an instance.
- SwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
-
Volatilities for pricing swaptions.
- SwaptionVolatilitiesId - Class in com.opengamma.strata.pricer.swaption
-
An identifier used to access swaption volatilities by name.
- SwaptionVolatilitiesId.Meta - Class in com.opengamma.strata.pricer.swaption
-
The meta-bean for SwaptionVolatilitiesId.
- SwaptionVolatilitiesName - Class in com.opengamma.strata.pricer.swaption
-
The name of a set of swaption volatilities.
- SwapTrade - Class in com.opengamma.strata.product.swap
-
A trade in a rate swap.
- SwapTrade.Builder - Class in com.opengamma.strata.product.swap
-
The bean-builder for SwapTrade.
- SwapTrade.Meta - Class in com.opengamma.strata.product.swap
-
The meta-bean for SwapTrade.
- SwapTradeCalculationFunction - Class in com.opengamma.strata.measure.swap
-
Perform calculations on a single SwapTrade for each of a set of scenarios.
- SwapTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
-
Creates an instance.
- SwapTradeCalculations - Class in com.opengamma.strata.measure.swap
-
Calculates pricing and risk measures for swap trades.
- SwapTradeCalculations(DiscountingSwapTradePricer) - Constructor for class com.opengamma.strata.measure.swap.SwapTradeCalculations
-
Creates an instance.
- SyntheticCurveCalibrator - Class in com.opengamma.strata.pricer.curve
-
Synthetic curve calibrator.
- tailSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Gets part of this series as a sub-series, choosing the latest entries.
- targets() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
-
The meta-property for the targets property.
- targetType() - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction
-
- targetType() - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
-
Gets the target type that this function applies to.
- targetType() - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction
-
Returns the type of calculation target handled by the function.
- targetType() - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
-
- targetType() - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
-
- TargetTypeCalculationParameter - Class in com.opengamma.strata.measure.calc
-
A calculation parameter that selects the parameter based on the type of the target.
- template(CdsTemplate) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
-
Sets the template for the single names associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
-
The meta-property for the template property.
- template(CdsTemplate) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
-
Sets the template for the CDS associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
-
The meta-property for the template property.
- template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
-
The meta-property for the template property.
- template(FixedInflationSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
-
The meta-property for the template property.
- template(FixedOvernightSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
-
The meta-property for the template property.
- template(FraTemplate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
Sets the template for the FRA associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
-
The meta-property for the template property.
- template(FxSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
Sets the template for the FX Swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
-
The meta-property for the template property.
- template(IborFixingDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
Sets the template for the Ibor fixing deposit associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
-
The meta-property for the template property.
- template(IborFutureTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
Sets the template for the Ibor Futures associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
-
The meta-property for the template property.
- template(IborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
-
The meta-property for the template property.
- template(OvernightIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
-
The meta-property for the template property.
- template(TermDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
Sets the template for the term deposit associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
-
The meta-property for the template property.
- template(ThreeLegBasisSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
-
The meta-property for the template property.
- template(XCcyIborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
Sets the template for the swap associated with this node.
- template() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
-
The meta-property for the template property.
- template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
Sets the template for creating Fixed-Ibor swap.
- template() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
-
The meta-property for the template property.
- Tenor - Class in com.opengamma.strata.basics.date
-
A tenor indicating how long it will take for a financial instrument to reach maturity.
- tenor(Tenor) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
Sets the tenor to be added.
- tenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
-
Sets the period between the start date and the end date.
- tenor() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
-
The meta-property for the tenor property.
- tenor() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
-
The meta-property for the tenor property.
- tenor() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
-
The meta-property for the tenor property.
- tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
- tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
- tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- tenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
-
The meta-property for the tenor property.
- tenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
-
The meta-property for the tenor property.
- tenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
-
The meta-property for the tenor property.
- tenor(LocalDate, LocalDate) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
-
Calculates the tenor of the swap based on its start date and end date.
- tenor() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
-
The meta-property for the tenor property.
- tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
Sets the tenor of the swap.
- tenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
-
The meta-property for the tenor property.
- TENOR_10M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 10 months.
- TENOR_10Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 10 years.
- TENOR_11M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 11 months.
- TENOR_12M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 12 months.
- TENOR_12Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 12 years.
- TENOR_13W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 13 weeks.
- TENOR_15Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 15 years.
- TENOR_18M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 18 months.
- TENOR_1D - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of one day.
- TENOR_1M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 1 month.
- TENOR_1W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 1 week.
- TENOR_1Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 1 year.
- TENOR_20Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 20 years.
- TENOR_25Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 25 years.
- TENOR_26W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 26 weeks.
- TENOR_2D - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of two days.
- TENOR_2M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 2 months.
- TENOR_2W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 2 weeks.
- TENOR_2Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 2 years.
- TENOR_30Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 30 years.
- TENOR_3D - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of three days.
- TENOR_3M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 3 months.
- TENOR_3W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 3 weeks.
- TENOR_3Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 3 years.
- TENOR_40Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 40 years.
- TENOR_4M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 4 months.
- TENOR_4W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 4 weeks.
- TENOR_4Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 4 years.
- TENOR_50Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 50 years.
- TENOR_52W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 52 weeks.
- TENOR_5M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 5 months.
- TENOR_5Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 5 years.
- TENOR_6M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 6 months.
- TENOR_6W - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 6 weeks.
- TENOR_6Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 6 years.
- TENOR_7M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 7 months.
- TENOR_7Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 7 years.
- TENOR_8M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 8 months.
- TENOR_8Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 8 years.
- TENOR_9M - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 9 months.
- TENOR_9Y - Static variable in class com.opengamma.strata.basics.date.Tenor
-
A tenor of 9 years.
- TenorAdjustment - Class in com.opengamma.strata.basics.date
-
An adjustment that alters a date by adding a tenor.
- TenorAdjustment.Builder - Class in com.opengamma.strata.basics.date
-
The bean-builder for TenorAdjustment.
- TenorAdjustment.Meta - Class in com.opengamma.strata.basics.date
-
The meta-bean for TenorAdjustment.
- TenorCdsTemplate - Class in com.opengamma.strata.product.credit.type
-
A template for creating credit default swap trades.
- TenorCdsTemplate.Meta - Class in com.opengamma.strata.product.credit.type
-
The meta-bean for TenorCdsTemplate.
- TenorDateParameterMetadata - Class in com.opengamma.strata.market.param
-
Parameter metadata based on a date and tenor.
- TenorDateParameterMetadata.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for TenorDateParameterMetadata.
- TenorParameterMetadata - Class in com.opengamma.strata.market.param
-
Parameter metadata based on a tenor.
- TenorParameterMetadata.Meta - Class in com.opengamma.strata.market.param
-
The meta-bean for TenorParameterMetadata.
- TenorRawOptionData - Class in com.opengamma.strata.pricer.option
-
Raw data from the volatility market for a set of tenors.
- TERM - Static variable in class com.opengamma.strata.basics.schedule.Frequency
-
A periodic frequency matching the term.
- TERM_DEPOSIT_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
-
- TERM_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
- TERM_DEPOSIT_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
-
- TermDeposit - Class in com.opengamma.strata.product.deposit
-
A term deposit.
- TermDeposit.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for TermDeposit.
- TermDeposit.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for TermDeposit.
- TermDepositConvention - Interface in com.opengamma.strata.product.deposit.type
-
A market convention for term deposit trades.
- TermDepositConventions - Class in com.opengamma.strata.product.deposit.type
-
Market standard term deposit conventions.
- TermDepositCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a term deposit.
- TermDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for TermDepositCurveNode.
- TermDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for TermDepositCurveNode.
- TermDepositTemplate - Class in com.opengamma.strata.product.deposit.type
-
A template for creating a term deposit trade.
- TermDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type
-
The bean-builder for TermDepositTemplate.
- TermDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type
-
The meta-bean for TermDepositTemplate.
- TermDepositTrade - Class in com.opengamma.strata.product.deposit
-
A trade in a term deposit.
- TermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
-
The bean-builder for TermDepositTrade.
- TermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
-
The meta-bean for TermDepositTrade.
- TermDepositTradeCalculationFunction - Class in com.opengamma.strata.measure.deposit
-
Perform calculations on a single TermDepositTrade for each of a set of scenarios.
- TermDepositTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
-
Creates an instance.
- TermDepositTradeCalculations - Class in com.opengamma.strata.measure.deposit
-
Calculates pricing and risk measures for term deposit trades.
- TermDepositTradeCalculations(DiscountingTermDepositTradePricer) - Constructor for class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
-
Creates an instance.
- test(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiPredicate
-
Evaluates this predicate on the given arguments.
- test(T) - Method in interface com.opengamma.strata.collect.function.CheckedPredicate
-
Evaluates this predicate on the given argument.
- test(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoublePredicate
-
Evaluates the predicate.
- test(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoublePredicate
-
Evaluates the predicate.
- test(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
-
Evaluates the predicate.
- test(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
-
Evaluates the predicate.
- test(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
-
Evaluates the predicate.
- TH - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'TH' - Thailand.
- THB - Static variable in class com.opengamma.strata.basics.currency.Currency
-
The currency 'THB' - Thai Baht.
- theta(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the theta of the bond future option product.
- theta(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
-
Calculates the theta of the bond future option product based on the price of the underlying future.
- theta(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
-
Calculates the theta of the FX barrier option product.
- theta(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
-
Calculates the Black theta of the foreign exchange vanilla option product.
- third() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
-
The meta-property for the third property.
- THIRTY_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30/360 ISDA' day count, which treats input day-of-month 31 specially.
- THIRTY_360_PSA - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30/360 PSA' day count, which treats input day-of-month 31 and end of February specially.
- THIRTY_E_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30E/360' day count, which treats input day-of-month 31 specially.
- THIRTY_E_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30E/360 ISDA' day count, which treats input day-of-month 31 and end of February specially.
- THIRTY_EPLUS_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30E+/360' day count, which treats input day-of-month 31 specially.
- THIRTY_U_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30U/360' day count, which treats input day-of-month 31 and end of February specially.
- THIRTY_U_360_EOM - Static variable in class com.opengamma.strata.basics.date.DayCounts
-
The '30U/360 EOM' day count, which treats input day-of-month 31 and end of February specially.
- ThreeLegBasisSwapConvention - Interface in com.opengamma.strata.product.swap.type
-
A market convention for three leg basis swap trades.
- ThreeLegBasisSwapConventions - Class in com.opengamma.strata.product.swap.type
-
Market standard three leg basis swap conventions.
- ThreeLegBasisSwapCurveNode - Class in com.opengamma.strata.market.curve.node
-
A curve node whose instrument is a three leg basis swap.
- ThreeLegBasisSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
-
The bean-builder for ThreeLegBasisSwapCurveNode.
- ThreeLegBasisSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
-
The meta-bean for ThreeLegBasisSwapCurveNode.
- ThreeLegBasisSwapTemplate - Class in com.opengamma.strata.product.swap.type
-
A template for creating Fixed-Ibor-Ibor swap trades.
- ThreeLegBasisSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
-
The bean-builder for ThreeLegBasisSwapTemplate.
- ThreeLegBasisSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
-
The meta-bean for ThreeLegBasisSwapTemplate.
- THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
-
An identifier for a calendar declaring all days as business days
except Thursday/Friday weekends, with code 'ThuFri'.
- THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
-
An instance declaring all days as business days except Thursday/Friday weekends.
- tickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
The meta-property for the tickSize property.
- tickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
-
The meta-property for the tickValue property.
- time() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
-
The meta-property for the time property.
- TIME_SQUARE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
-
Time square interpolator.
- timeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
The meta-property for the timeExtrapolatorLeft property.
- timeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
The meta-property for the timeExtrapolatorRight property.
- timeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
-
The meta-property for the timeInterpolator property.
- timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
-
The meta-property for the timeSeries property.
- timeSeries() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
-
The meta-property for the timeSeries property.
- timeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
-
Sets the time-series in the builder, replacing any existing values.
- timeSeries() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
-
The meta-property for the timeSeries property.
- timeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
-
Sets the time-series in the builder, replacing any existing values.
- timeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
-
The meta-property for the timeSeries property.
- timeSeries(Index) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- timeSeries(Index, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds a time-series to the provider.
- timeSeries(Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
-
Adds time-series to the provider.
- timeSeries(Index) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Gets the time series.
- timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
-
The meta-property for the timeSeriesFailures property.
- TimeSeriesProvider - Interface in com.opengamma.strata.calc.marketdata
-
A provider of time-series.
- timeSeriesRequirements(Set<ObservableId>) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
-
Sets the market data identifiers of the time-series of required for the calculation.
- timeSeriesRequirements(ObservableId...) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
-
Sets the timeSeriesRequirements property in the builder
from an array of objects.
- timeSeriesRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
-
The meta-property for the timeSeriesRequirements property.
- TO_STRING - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
-
The default formatter that returns the value of the toString() method.
- toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Converts this schedule to a schedule where all the start and end dates are
adjusted using the specified adjuster.
- toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Converts this period to one where the start and end dates are adjusted using the specified adjuster.
- toArray() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Converts this instance to an independent double[].
- toArray() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Converts this instance to an independent double[][].
- toArray() - Method in class com.opengamma.strata.collect.array.IntArray
-
Converts this instance to an independent int[].
- toArray() - Method in class com.opengamma.strata.collect.MapStream
-
- toArray(IntFunction<A[]>) - Method in class com.opengamma.strata.collect.MapStream
-
- toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns the underlying array.
- toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns the underlying array.
- toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns the underlying array.
- toAsciiTableString() - Method in interface com.opengamma.strata.report.Report
-
Gets this report as an ASCII table string.
- toBuilder() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
Creates a new builder using the data from this matrix to
create a set of initial entries.
- toBuilder() - Method in class com.opengamma.strata.basics.currency.Payment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.basics.value.ValueStep
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.Column
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
-
Return a builder populated with the values from this series.
- toBuilder() - Method in class com.opengamma.strata.data.ImmutableMarketData
-
Returns a builder populated with the same data as this instance.
- toBuilder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
Converts to builder.
- toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
Returns a mutable builder initialized with the state of this bean.
- toBuilder() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
Returns a mutable builder initialized with the state of this bean.
- toBuilder() - Method in class com.opengamma.strata.market.surface.DeformedSurface
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.measure.fx.FxRateConfig
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
Converts this instance to a builder allowing changes to be made.
- toBuilder() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.Cds
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.dsf.Dsf
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.dsf.DsfTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.Fra
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.FraTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdf
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.PositionInfo
-
Returns a builder populated with the values of this instance.
- toBuilder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.SecurityPosition
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.SecurityTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.Swap
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.Swaption
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.product.TradeInfo
-
Returns a builder populated with the values of this instance.
- toBuilder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReport
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
Returns a builder that allows this bean to be mutated.
- toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
Returns a builder that allows this bean to be mutated.
- toCharSource(ByteSource) - Static method in class com.opengamma.strata.collect.io.UnicodeBom
-
Converts a ByteSource to a CharSource.
- toConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Returns the market convention currency pair for the currencies in the pair.
- toConventional() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Returns an FX rate object representing the market convention rate between the two currencies.
- toCouponEquivalent() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
Return the CMS coupon equivalent to the period.
- toCurrencyValuesArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils
-
Returns a collector that builds a single-currency scenerio result.
- toCurveParameterSize() - Method in interface com.opengamma.strata.market.curve.CurveDefinition
-
Converts this definition to the summary form.
- toDiscountFactors() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
-
- toDiscountFactors() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
- toFloatingRateIndex() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Returns a floating rate index.
- toFloatingRateIndex(Tenor) - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Returns a floating rate index.
- toFxForwardSensitivity() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Converts this sensitivity to an FxForwardSensitivity.
- toHeader() - Method in class com.opengamma.strata.calc.Column
-
Converts this column to a column header.
- toIborIndex(Tenor) - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Checks and returns an Ibor index.
- toIborIndex(Tenor) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
- toIborIndexFixingOffset() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
Checks and returns the fixing offset associated with the Ibor index.
- toIborIndexFixingOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
- toImmutable() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
Returns an immutable version of this object.
- toImmutableCreditRatesProvider() - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
-
Converts this provider to an equivalent ImmutableCreditRatesProvider.
- toImmutableCreditRatesProvider() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
-
- toImmutableLegalEntityDiscountingProvider() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
- toImmutableLegalEntityDiscountingProvider() - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
-
Converts this provider to an equivalent ImmutableLegalEntityDiscountingProvider.
- toImmutableList() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable list.
- toImmutableListMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multimap.
- toImmutableListMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multimap.
- toImmutableMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map.
- toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map.
- toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>, BiFunction<? super V, ? super V, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable map.
- toImmutableMultiset() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multiset.
- toImmutableRatesProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- toImmutableRatesProvider() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
-
Converts this provider to an equivalent ImmutableRatesProvider.
- toImmutableSet() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable set.
- toImmutableSetMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multimap.
- toImmutableSetMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable multimap.
- toImmutableSortedMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable sorted map.
- toImmutableSortedMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable sorted map.
- toImmutableSortedSet() - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable sorted set.
- toImmutableSortedSet(Comparator<? super T>) - Static method in class com.opengamma.strata.collect.Guavate
-
Collector used at the end of a stream to build an immutable sorted set.
- token() - Method in enum com.opengamma.strata.report.framework.expression.ValueRootType
-
Gets the token that the root type corresponds to.
- TokenEvaluator<T> - Class in com.opengamma.strata.report.framework.expression
-
Evaluates a token against an object to produce another object.
- TokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
- tokens(Bean) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
-
- tokens(CurrencyAmount) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
-
- tokens(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator
-
- tokens(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator
-
- tokens(Iterable<?>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
-
- tokens(Map<?, ?>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
-
- tokens(Position) - Method in class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator
-
- tokens(Security) - Method in class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator
-
- tokens(T) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
-
Gets the set of supported token for the given object.
- tokens(Trade) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
-
- tokens(Object) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
-
Gets the supported tokens on the given object.
- toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Creates a leg based on this convention.
- toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
Creates a leg based on this convention.
- toList() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
Returns a list equivalent to this array.
- toList() - Method in class com.opengamma.strata.collect.array.IntArray
-
Returns a list equivalent to this array.
- toMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Converts this MultiCurrencyAmount to a map keyed by currency.
- toMap() - Method in class com.opengamma.strata.collect.MapStream
-
Returns an immutable map built from the entries in the stream.
- toMap(BiFunction<? super V, ? super V, ? extends V>) - Method in class com.opengamma.strata.collect.MapStream
-
Returns an immutable map built from the entries in the stream.
- toMoney() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
- toMultiCurrencyAmount() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Returns a collector that can be used to create a multi-currency amount from a stream of amounts.
- toMultiCurrencyAmountArray() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a collector which creates a multi currency amount array by combining a stream of
currency amount arrays.
- toMultiCurrencyScenarioArray() - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns a collector which creates a multi currency scenario array by combining a stream of
currency scenario arrays.
- toMultiCurrencyValuesArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils
-
Returns a collector that builds a multi-currency scenerio result.
- toMutable() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
Returns a mutable version of this object.
- toObject(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Converts a double array to a Double array.
- toOvernightIndex() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
- toOvernightIndex() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
- toPair() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Converts this pair to an object-based Pair.
- toPair() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Converts this pair to an object-based Pair.
- toPair() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Converts this pair to an object-based Pair.
- toPair() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Converts this pair to an object-based Pair.
- toPair() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Converts this pair to an object-based Pair.
- toPriceIndex() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
-
- toPriceIndex() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
- toPrimitive(Double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
-
Converts a Double array to a double array.
- toReader(InputStream) - Static method in class com.opengamma.strata.collect.io.UnicodeBom
-
Converts an InputStream to a Reader.
- toRollConvention(LocalDate, LocalDate, Frequency, boolean) - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Converts this stub convention to the appropriate roll convention.
- toScenarioArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils
-
Returns a collector which can be used at the end of a stream of results to build a
ScenarioArray.
- toSingleNameCds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
Reduce this instance to ResolvedCds.
- toSingleNameCds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
-
Reduce this instance to ResolvedCdsTrade.
- toString() - Method in class com.opengamma.strata.basics.CalculationTargetList
-
- toString() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
-
- toString() - Method in class com.opengamma.strata.basics.currency.Currency
-
Returns a string representation of the currency, which is the three letter code.
- toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
-
Gets the amount as a string.
- toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
-
- toString() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
-
Returns the formatted string version of the currency pair.
- toString() - Method in class com.opengamma.strata.basics.currency.FxMatrix
-
- toString() - Method in class com.opengamma.strata.basics.currency.FxRate
-
Returns the formatted string version of the currency pair.
- toString() - Method in class com.opengamma.strata.basics.currency.Money
-
Gets the amount as a string.
- toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Gets the amount as a string.
- toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
- toString() - Method in class com.opengamma.strata.basics.currency.Payment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.currency.Payment
-
- toString() - Method in class com.opengamma.strata.basics.date.AdjustableDate
-
Returns a string describing the adjustable date.
- toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
-
Returns the name of the identifier.
- toString() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
-
Returns the name of the calendar.
- toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.date.Tenor
-
Returns a formatted string representing the tenor.
- toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
-
- toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
-
Returns a string describing the adjustment.
- toString() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
-
- toString() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
-
- toString() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
-
- toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
-
- toString() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
-
- toString() - Method in class com.opengamma.strata.basics.location.Country
-
Returns a string representation of the country, which is the two letter code.
- toString() - Method in class com.opengamma.strata.basics.schedule.Frequency
-
Returns a formatted string representing the periodic frequency.
- toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
-
- toString() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
-
- toString() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
- toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
-
- toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
- toString() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.basics.StandardId
-
Returns the identifier in a standard string format.
- toString() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
-
- toString() - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueStep
-
- toString() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
-
- toString() - Method in class com.opengamma.strata.calc.CalculationRules
-
- toString() - Method in class com.opengamma.strata.calc.Column.Builder
-
- toString() - Method in class com.opengamma.strata.calc.Column
-
- toString() - Method in class com.opengamma.strata.calc.ColumnHeader
-
- toString() - Method in class com.opengamma.strata.calc.ImmutableMeasure
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
-
- toString() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
-
- toString() - Method in class com.opengamma.strata.calc.ReportingCurrency
-
- toString() - Method in enum com.opengamma.strata.calc.ReportingCurrencyType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.calc.Results
-
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationParameters
-
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationResult
-
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationResults
-
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationTask
-
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
-
- toString() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
-
- toString() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
-
- toString() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
-
- toString() - Method in class com.opengamma.strata.collect.array.DoubleArray
-
- toString() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
- toString() - Method in class com.opengamma.strata.collect.array.IntArray
-
- toString() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
-
- toString() - Method in enum com.opengamma.strata.collect.io.AsciiTableAlignment
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.collect.io.CsvFile
-
Returns a string describing the CSV file.
- toString() - Method in class com.opengamma.strata.collect.io.CsvIterator
-
Returns a string describing the CSV iterator.
- toString() - Method in class com.opengamma.strata.collect.io.CsvRow
-
Returns a string describing the CSV file.
- toString() - Method in class com.opengamma.strata.collect.io.IniFile
-
Returns a string describing the INI file.
- toString() - Method in class com.opengamma.strata.collect.io.PropertiesFile
-
Returns a string describing the file.
- toString() - Method in class com.opengamma.strata.collect.io.PropertySet
-
Returns a string describing the property set.
- toString() - Method in class com.opengamma.strata.collect.io.ResourceLocator
-
Returns a string describing the locator.
- toString(byte[]) - Static method in class com.opengamma.strata.collect.io.UnicodeBom
-
Converts a byte[] to a String.
- toString() - Method in class com.opengamma.strata.collect.io.XmlElement
-
Returns a string summary of the element.
- toString() - Method in class com.opengamma.strata.collect.io.XmlFile
-
Returns a string describing the file.
- toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
-
- toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
-
- toString() - Method in class com.opengamma.strata.collect.result.Failure
-
- toString() - Method in class com.opengamma.strata.collect.result.FailureItem
-
Returns a string summary of the failure, as a single line excluding the stack trace.
- toString() - Method in class com.opengamma.strata.collect.result.FailureItems
-
Returns a string summary of the failures, as a single line excluding the stack traces.
- toString() - Method in enum com.opengamma.strata.collect.result.FailureReason
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.collect.result.Result
-
- toString() - Method in class com.opengamma.strata.collect.result.ValueWithFailures
-
- toString() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
-
Returns a string representation of the point.
- toString() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.Pair
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.tuple.Triple
-
Gets the pair using a standard string format.
- toString() - Method in class com.opengamma.strata.collect.TypedString
-
Returns the name.
- toString() - Method in class com.opengamma.strata.data.FxMatrixId
-
- toString() - Method in class com.opengamma.strata.data.FxRateId
-
- toString() - Method in class com.opengamma.strata.data.ImmutableMarketData
-
- toString() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
-
- toString() - Method in class com.opengamma.strata.data.MarketDataName
-
Returns the name.
- toString() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
-
- toString() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
-
- toString() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
-
- toString() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
-
- toString() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
- toString() - Method in class com.opengamma.strata.market.amount.CashFlow
-
- toString() - Method in class com.opengamma.strata.market.amount.CashFlows
-
- toString() - Method in class com.opengamma.strata.market.amount.LegAmounts
-
- toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
-
- toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
-
- toString() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
-
- toString() - Method in class com.opengamma.strata.market.curve.ConstantCurve
-
- toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveGroup
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveGroupId
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveId
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveInputs
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveInputsId
-
- toString() - Method in enum com.opengamma.strata.market.curve.CurveNodeClashAction
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
-
- toString() - Method in enum com.opengamma.strata.market.curve.CurveNodeDateType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
-
- toString() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
-
- toString() - Method in class com.opengamma.strata.market.curve.CurvePointShifts
-
Deprecated.
- toString() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
-
- toString() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
-
- toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
-
- toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
-
- toString() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
-
- toString() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
-
- toString() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
-
- toString() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- toString() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
-
- toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
-
- toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
-
- toString() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition
-
- toString() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
-
- toString() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
-
- toString() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
-
- toString() - Method in class com.opengamma.strata.market.explain.ExplainMap
-
- toString() - Method in class com.opengamma.strata.market.FxRateShifts
-
- toString() - Method in class com.opengamma.strata.market.GenericDoubleShifts
-
- toString() - Method in enum com.opengamma.strata.market.model.MoneynessType
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.market.model.SabrParameterType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
-
- toString() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation
-
- toString() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId
-
- toString() - Method in class com.opengamma.strata.market.observable.QuoteId
-
- toString() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
-
- toString() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
-
- toString() - Method in class com.opengamma.strata.market.option.DeltaStrike
-
- toString() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
-
- toString() - Method in class com.opengamma.strata.market.option.MoneynessStrike
-
- toString() - Method in class com.opengamma.strata.market.option.SimpleStrike
-
- toString() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
- toString() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
- toString() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
- toString() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
- toString() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
-
- toString() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata
-
- toString() - Method in class com.opengamma.strata.market.param.ParameterSize
-
- toString() - Method in class com.opengamma.strata.market.param.PointShifts
-
- toString() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
-
- toString() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
-
- toString() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
-
- toString() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
-
- toString() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
-
- toString() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
- toString() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
-
- toString() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
-
- toString() - Method in enum com.opengamma.strata.market.ShiftType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.market.surface.ConstantSurface
-
- toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
-
- toString() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
-
- toString() - Method in class com.opengamma.strata.market.surface.DeformedSurface
-
- toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
-
- toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
-
- toString() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
-
- toString() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
-
- toString() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
-
- toString() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
-
- toString() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
-
- toString() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
-
- toString() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
-
- toString() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
-
- toString() - Method in class com.opengamma.strata.measure.fx.FxRateConfig
-
- toString() - Method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
-
- toString() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
-
- toString() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
-
- toString() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
-
- toString() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
-
- toString() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
-
- toString() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
-
- toString() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
-
- toString() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
-
- toString() - Method in enum com.opengamma.strata.pricer.common.PriceType
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.pricer.CompoundedRateType
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.pricer.credit.ArbitrageHandling
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
-
- toString() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
- toString() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
-
- toString() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
-
- toString() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
-
- toString() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
-
- toString() - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
-
- toString() - Method in class com.opengamma.strata.pricer.curve.CurveCalibrator
-
- toString() - Method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
-
- toString() - Method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
-
- toString() - Method in class com.opengamma.strata.pricer.curve.SyntheticCurveCalibrator
-
- toString() - Method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
-
- toString() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
-
- toString() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
-
- toString() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
-
- toString() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
- toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
-
- toString() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
-
- toString() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
-
- toString() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
-
- toString() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
-
- toString() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
-
- toString() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
-
- toString() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
-
- toString() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
-
- toString() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
-
- toString() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
-
- toString() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
-
- toString() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
-
- toString() - Method in class com.opengamma.strata.pricer.model.SabrParameters
-
- toString() - Method in class com.opengamma.strata.pricer.option.RawOptionData
-
- toString() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
-
- toString() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
-
- toString() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
-
- toString() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
-
- toString() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
-
- toString() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
-
- toString() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
-
- toString() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
-
- toString() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
-
- toString() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
-
- toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
-
- toString() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
-
- toString() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
-
- toString() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFuture
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
-
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
-
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
-
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
-
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
-
- toString() - Method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
-
- toString() - Method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
-
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
-
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
-
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
-
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
-
- toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
-
- toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
-
- toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
-
- toString() - Method in class com.opengamma.strata.product.cms.Cms
-
- toString() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.cms.CmsLeg
-
- toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod
-
- toString() - Method in enum com.opengamma.strata.product.cms.CmsPeriodType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.cms.CmsTrade
-
- toString() - Method in class com.opengamma.strata.product.cms.ResolvedCms
-
- toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
-
- toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
-
- toString() - Method in enum com.opengamma.strata.product.common.BuySell
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.common.ExchangeId
-
- toString() - Method in enum com.opengamma.strata.product.common.LongShort
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.common.PayReceive
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.common.PutCall
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.common.SettlementType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.credit.Cds.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.Cds
-
- toString() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
-
- toString() - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.CdsIndex
-
- toString() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
-
- toString() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
-
- toString() - Method in class com.opengamma.strata.product.credit.CdsQuote
-
- toString() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.CdsTrade
-
- toString() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
-
- toString() - Method in enum com.opengamma.strata.product.credit.PaymentOnDefault
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCds
-
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
-
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
-
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
-
- toString() - Method in enum com.opengamma.strata.product.credit.type.AccrualStart
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
-
- toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
- toString() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
-
- toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
-
- toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
-
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
-
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
-
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
-
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
-
- toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit
-
- toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
-
- toString() - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
-
- toString() - Method in class com.opengamma.strata.product.dsf.Dsf
-
- toString() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
-
- toString() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.dsf.DsfTrade
-
- toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
-
- toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
-
- toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
-
- toString() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
-
- toString() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
-
Returns the identifier in a standard string format.
- toString() - Method in enum com.opengamma.strata.product.etd.EtdExpiryType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
-
- toString() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
-
- toString() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
-
- toString() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
-
- toString() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
-
- toString() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
-
- toString() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
-
- toString() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
-
- toString() - Method in enum com.opengamma.strata.product.etd.EtdOptionType
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.etd.EtdSettlementType
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.etd.EtdType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.etd.EtdVariant
-
- toString() - Method in class com.opengamma.strata.product.fra.Fra.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.Fra
-
- toString() - Method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.FraTrade
-
- toString() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.ResolvedFra
-
- toString() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
-
- toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
-
- toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
- toString() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.FxNdf
-
- toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSingle
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSwap
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
-
- toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
-
- toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
-
- toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
-
- toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
-
- toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.GenericSecurity
-
- toString() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
-
- toString() - Method in class com.opengamma.strata.product.GenericSecurityPosition
-
- toString() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.GenericSecurityTrade
-
- toString() - Method in class com.opengamma.strata.product.index.IborFuture.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.IborFuture
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOption
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade
-
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
-
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
-
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
-
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
-
- toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
-
- toString() - Method in enum com.opengamma.strata.product.option.BarrierType
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle
-
Returns the formatted name of the type.
- toString() - Method in enum com.opengamma.strata.product.option.KnockType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
-
- toString() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
-
- toString() - Method in class com.opengamma.strata.product.payment.BulletPayment
-
- toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
-
- toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
-
- toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
-
- toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
-
- toString() - Method in class com.opengamma.strata.product.PositionInfo
-
- toString() - Method in class com.opengamma.strata.product.rate.FixedRateComputation
-
- toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
-
- toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
-
- toString() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
-
- toString() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
-
- toString() - Method in class com.opengamma.strata.product.rate.IborRateComputation
-
- toString() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
-
- toString() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
-
- toString() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
-
- toString() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
-
- toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
-
- toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
-
- toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
-
- toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
- toString() - Method in class com.opengamma.strata.product.SecurityId
-
Returns the identifier in a standard string format.
- toString() - Method in class com.opengamma.strata.product.SecurityInfo
-
- toString() - Method in class com.opengamma.strata.product.SecurityPosition.Builder
-
- toString() - Method in class com.opengamma.strata.product.SecurityPosition
-
- toString() - Method in class com.opengamma.strata.product.SecurityPriceInfo
-
- toString() - Method in class com.opengamma.strata.product.SecurityTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.SecurityTrade
-
- toString() - Method in enum com.opengamma.strata.product.swap.CompoundingMethod
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
-
- toString() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
-
- toString() - Method in enum com.opengamma.strata.product.swap.FixingRelativeTo
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.FxReset
-
- toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
-
- toString() - Method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
-
- toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
-
- toString() - Method in enum com.opengamma.strata.product.swap.IborRateResetMethod
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
-
- toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
-
Returns the name of the index.
- toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
-
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
-
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
-
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
-
- toString() - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange
-
- toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
-
- toString() - Method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
-
- toString() - Method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
-
- toString() - Method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
-
- toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
-
- toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
-
- toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
-
- toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule
-
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
-
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
-
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
-
- toString() - Method in class com.opengamma.strata.product.swap.Swap.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.Swap
-
- toString() - Method in enum com.opengamma.strata.product.swap.SwapLegType
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.SwapTrade
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
-
- toString() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
-
- toString() - Method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
-
Returns the formatted name of the type.
- toString() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
-
- toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
-
- toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
-
- toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
-
- toString() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
-
- toString() - Method in class com.opengamma.strata.product.swaption.Swaption
-
- toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
-
- toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
-
- toString() - Method in class com.opengamma.strata.product.TradeInfo
-
- toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
-
- toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
-
- toString() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
-
- toString() - Method in class com.opengamma.strata.report.ReportCalculationResults
-
- toString() - Method in class com.opengamma.strata.report.ReportRequirements
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReport
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
-
- toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
-
- total(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
-
Obtains an instance from the total of a list of CurrencyAmount objects.
- total(Iterable<CurrencyAmountArray>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
-
Returns a multi currency amount array representing the total of the input arrays.
- total() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
-
Returns the total of all the values in the matrix.
- total(Iterable<CurrencyScenarioArray>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
-
Returns a multi currency scenario array representing the total of the input arrays.
- total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Returns the total of the sensitivity values.
- total() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
-
Returns the total of the sensitivity values.
- total() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
-
Returns the total of the sensitivity values.
- total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Returns the total of the sensitivity values.
- total() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
-
Returns the total of the sensitivity values.
- total() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Returns the total of the sensitivity values.
- total() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
-
Returns the total of the sensitivity values.
- toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS trade with TradeInfo.
- toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double, AdjustablePayment) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
-
Creates a CDS trade with upfront fee and TradeInfo.
- toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
- toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double, AdjustablePayment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
-
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
-
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
-
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
-
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
-
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
-
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
-
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
-
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
-
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
-
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
-
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
-
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
-
Creates a trade based on this convention.
- toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Creates a trade based on this convention.
- toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
-
Creates a trade based on this convention.
- toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.Schedule
-
Converts this schedule to a schedule where every adjusted date is reset
to the unadjusted equivalent.
- toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
-
Converts this period to one where the start and end dates are set to the unadjusted dates.
- toUnitParameterSensitivity() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
-
Converts this instance to the equivalent unit sensitivity.
- toValueAdjustment(double) - Method in enum com.opengamma.strata.market.ShiftType
-
Returns a value adjustment that applies the shift amount using appropriate logic for the shift type.
- toValuesArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils
-
Returns a collector that builds a scenario result based on Double.
- toValueWithFailures(T, BinaryOperator<T>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
-
Returns a collector that can be used to create a ValueWithFailure instance from a stream of ValueWithFailure
instances.
- toZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
-
Obtains the underlying ZeroRateSensitivity.
- TR - Static variable in class com.opengamma.strata.basics.location.Country
-
The country 'TR' - Turkey.
- trade(double, MarketData, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode
-
Creates a trade representing the instrument at the node.
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
-
Creates a trade representing the CDS index at the node.
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
-
Creates a trade representing the CDS at the node.
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
-
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
-
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
-
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
-
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
-
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
-
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
-
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
-
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
-
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
-
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
-
- trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
-
- trade(ResolvedTrade) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
-
Sets the trade that describes the parameter.
- trade() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
-
The meta-property for the trade property.
- Trade - Interface in com.opengamma.strata.product
-
A trade with additional structured information.
- TRADE_NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey
-
The notional, as defined in the trade.
- TradeAttributeType<T> - Class in com.opengamma.strata.product
-
The type that provides meaning to a trade attribute.
- TradeCalibrationMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.curve
-
Provides calibration measures for a single type of trade based on functions.
- TradeConvention - Interface in com.opengamma.strata.product
-
A market convention for trades.
- TradeCounterpartyCalculationParameter - Class in com.opengamma.strata.measure.calc
-
A calculation parameter that selects the parameter based on the counterparty of the target.
- TradeCsvLoader - Class in com.opengamma.strata.loader.csv
-
Loads trades from CSV files.
- tradeDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta
-
The meta-property for the tradeDate property.
- tradeDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder
-
Sets the trade date, optional.
- TradeInfo - Class in com.opengamma.strata.product
-
Additional information about a trade.
- TradeInfo.Meta - Class in com.opengamma.strata.product
-
The meta-bean for TradeInfo.
- TradeInfoBuilder - Class in com.opengamma.strata.product
-
Builder to create TradeInfo.
- tradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
-
The meta-property for the tradeMeasureRequirements property.
- TradeReport - Class in com.opengamma.strata.report.trade
-
Represents a trade report.
- TradeReport.Builder - Class in com.opengamma.strata.report.trade
-
The bean-builder for TradeReport.
- TradeReport.Meta - Class in com.opengamma.strata.report.trade
-
The meta-bean for TradeReport.
- TradeReportColumn - Class in com.opengamma.strata.report.trade
-
Describes a column in a trade report.
- TradeReportColumn.Builder - Class in com.opengamma.strata.report.trade
-
The bean-builder for TradeReportColumn.
- TradeReportColumn.Meta - Class in com.opengamma.strata.report.trade
-
The meta-bean for TradeReportColumn.
- TradeReportFormatter - Class in com.opengamma.strata.report.trade
-
Formatter for trade reports.
- TradeReportRunner - Class in com.opengamma.strata.report.trade
-
Report runner for trade reports.
- TradeReportTemplate - Class in com.opengamma.strata.report.trade
-
Describes the contents and layout of a trade report.
- TradeReportTemplate.Builder - Class in com.opengamma.strata.report.trade
-
The bean-builder for TradeReportTemplate.
- TradeReportTemplate.Meta - Class in com.opengamma.strata.report.trade
-
The meta-bean for TradeReportTemplate.
- TradeReportTemplateIniLoader - Class in com.opengamma.strata.report.trade
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Loads a trade report template from the standard INI file format.
- TradeReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
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- TradeTemplate - Interface in com.opengamma.strata.product
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A template used to create a trade.
- tradeTime() - Method in class com.opengamma.strata.product.TradeInfo.Meta
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The meta-property for the tradeTime property.
- tradeTime(LocalTime) - Method in class com.opengamma.strata.product.TradeInfoBuilder
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Sets the trade time, optional.
- TradeTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
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Evaluates a token against a trade to produce another object.
- TradeTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
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- transitionProbability() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
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The meta-property for the transitionProbability property.
- transpose() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
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Transposes the matrix.
- Triple<A,B,C> - Class in com.opengamma.strata.collect.tuple
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An immutable triple consisting of three elements.
- Triple.Meta<A,B,C> - Class in com.opengamma.strata.collect.tuple
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The meta-bean for Triple.
- truncateSetInclusive(double, double, DoubleArray) - Static method in class com.opengamma.strata.pricer.credit.DoublesScheduleGenerator
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Truncates an array of doubles.
- TRY - Static variable in class com.opengamma.strata.basics.currency.Currency
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The currency 'TRY' - Turkish Lira.
- Tuple - Interface in com.opengamma.strata.collect.tuple
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Base interface for all tuple types.
- TWD - Static variable in class com.opengamma.strata.basics.currency.Currency
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The currency 'TWD' - New Taiwan Dollar.
- type() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
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The meta-property for the type property.
- type() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
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The meta-property for the type property.
- type() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
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The meta-property for the type property.
- type(SwapLegType) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
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Sets the type of the leg, such as Fixed or Ibor.
- type() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
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The meta-property for the type property.
- type() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
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The meta-property for the type property.
- type() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
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The meta-property for the type property.
- type(EtdType) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
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Sets the type of the contract specification.
- type() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
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The meta-property for the type property.
- type() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
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The meta-property for the type property.
- type(SwapLegType) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
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Sets the type of the leg, such as Fixed or Ibor.
- type() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
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The meta-property for the type property.
- type(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
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Sets the type of the leg, such as Fixed or Ibor.
- type() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
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The meta-property for the type property.
- TypedString<T extends TypedString<T>> - Class in com.opengamma.strata.collect
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An abstract class designed to enable typed strings.
- TypedString(String) - Constructor for class com.opengamma.strata.collect.TypedString
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Creates an instance.
- TypedString(String, Pattern, String) - Constructor for class com.opengamma.strata.collect.TypedString
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Creates an instance, validating the name against a regex.
- TypedString(String, CharMatcher, String) - Constructor for class com.opengamma.strata.collect.TypedString
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Creates an instance, validating the name against a matcher.